spaines

Factor investing

Factor investing is based on the exploitation of academically-proven factor premiums. Factors represent certain stock-specific attributes that explain the return and risk of a group of securities in the long run.

El ciclo cuantitativo
El ciclo cuantitativo
Los factores de la renta variable siguen su propio ciclo basado en el sentimiento, que no se explica con los indicadores de ciclo económico tradicionales.
19-10-2021 | Investigación
Looking under the bonnet of passive thematic indices
Looking under the bonnet of passive thematic indices
Passive thematic indices effectively trade against quant investors due to their generally negative exposures to factors.
12-10-2021 | Visión
Podcast: Why quant fixed income is a great diversifier
Podcast: Why quant fixed income is a great diversifier
While many quant equity strategies have struggled over the past few years, the performance of quant credits has been robust.
08-10-2021 | Podcast