spaines

Low volatility strategies

Low volatility investment strategies exploit the low volatility anomaly.

A generic low volatility strategy selects stocks based on the volatility of past returns.

From an investor’s point of view, such a quantitative strategy offers higher risk-adjusted returns as measured by the Sharpe Ratio.

This ratio indicates the extent to which investors are rewarded for the (absolute) risk they take.

In other words, how much return they receive per unit of risk they take.

Quantitative investing: invisible layers surface to deliver attractive returns
Quantitative investing: invisible layers surface to deliver attractive returns
Read more
Spring has sprung for Value investing
Spring has sprung for Value investing
Despite the recent rally in cheap stocks, we believe the Value upswing still has a way to go.
12-05-2021 | Visión
There’s no quant crisis in credits
There’s no quant crisis in credits
Quant strategies have performed well in credits.
01-04-2021 | Visión
The rising tide of Value won’t lift all boats equally
The rising tide of Value won’t lift all boats equally
The recent Value upswing has provided renewed hope of a comeback and ideal conditions for deep and consistent exposures to the style.
25-03-2021 | Visión