chinazh

Low volatility mutual funds

Low volatility mutual funds are mutual funds (ETFs) designed to exploit the volatility anomaly.

These can be either index funds that usually replicate popular publicly available indices, such as MSCI Minimum Volatility Indexes or the S&P 500 Low Volatility index, at relatively low cost. But these can also be more sophisticated actively managed funds, designed to avoid the common pitfalls of generic low volatility strategies.

See also: Volatility anomaly, Low volatility strategies

量化投资
量化投资

25年来,我们在量化投资方面一直处于领先地位,将研究转化为实际的解决方案。

了解更多详情
Quant chart: Value accelerates to strongest start in decades
Quant chart: Value accelerates to strongest start in decades
Value has achieved the best start to a calendar year in over 35 years.
16-05-2022 | 市场观点
Quant chart: Meme stock frenzy confirms short-selling signal
Quant chart: Meme stock frenzy confirms short-selling signal
After more than a year following the short squeeze in so-called meme stocks, the informational advantage of short-selling data resurfaces.
29-04-2022 | 市场观点
Podcast: Equity factors are even older than we thought
Podcast: Equity factors are even older than we thought
New Robeco research confirms that investors’ behavioral biases have been around since the days of the American Wild West.
21-03-2022 | Podcast