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Visión de mercado

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
Metal: todo menos oxidado
Metal: todo menos oxidado
Los precios de las materias primas pueden seguir subiendo, según el estratega Peter van der Welle.
07-05-2021 | Perspectiva mensual
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
Data sets – factor investing in corporate bonds
Data sets – factor investing in corporate bonds
A research-driven approach is at the core of everything we do.
01-03-2021 | Data sets
Spring has to come simply because economic fundamentals require it
Spring has to come simply because economic fundamentals require it
How do you perceive the quant equity winter?
26-02-2021 | Entrevista
We will set five-year carbon footprint reduction goals
We will set five-year carbon footprint reduction goals
Decarbonization in the making.
22-02-2021 | Entrevista
ETFs have yet to prove that they can beat active funds
ETFs have yet to prove that they can beat active funds
Exchange-traded funds (ETFs) are commonly regarded as efficient, low-cost alternatives to actively managed mutual funds.
18-02-2021 | Investigación
The quant equity crisis of 2018-2020: Cornered by ‘big growth’
The quant equity crisis of 2018-2020: Cornered by ‘big growth’
The 2018-2020 quant equity crisis posed an exceptional challenge to quantitative managers due to a rare combination of circumstances.
16-02-2021 | Investigación
What’s up with Momentum?
What’s up with Momentum?
Momentum had its ‘shot of momentum’ in 2020.
04-02-2021 | Visión
When equity factors drop their shorts
When equity factors drop their shorts
How can you best construct an equity market neutral portfolio using a factor-investing approach?
01-02-2021 | Visión
Debates sobre Factor Investing: Big Data e IA: ¿un nuevo amanecer para la inversión cuantitativa?
Debates sobre Factor Investing: Big Data e IA: ¿un nuevo amanecer para la inversión cuantitativa?
El Factor Investing se basa en décadas de estudios empíricos, que son de dominio público.
11-01-2021 | Visión
Data sets - the idiosyncratic momentum factor
Data sets - the idiosyncratic momentum factor
A research-driven approach is at the core of everything we do.
31-12-2020 | Data sets
Has Low Volatility lost its mojo?
Has Low Volatility lost its mojo?
2020 has been a difficult year for Low Volatility investors and this year’s performance has been truly challenging, amounting to a period of soul searching.
21-12-2020 | Visión
Podcast: Why I believe the quant winter will end
Podcast: Why I believe the quant winter will end
Will value stocks make a comeback in 2021?
17-12-2020 | Podcast
Investors should always strive to understand observed performance
Investors should always strive to understand observed performance
Mathijs van Dijk is Professor of Financial Markets at the Rotterdam School of Management, Erasmus University.
02-12-2020 | Entrevista
Quant solutions must look beyond the most conventional factors
Quant solutions must look beyond the most conventional factors
Quant strategies have come under pressure over the past two years.
24-11-2020 | Entrevista
Long read: Why I am more bullish than ever on quant
Long read: Why I am more bullish than ever on quant
Following more than two years of quant strategies generally underperforming sharply, investors are questioning whether quantitative investing is still viable.
11-11-2020 | Columna
Alinear las estrategias de crédito multifactor con los ODS
Alinear las estrategias de crédito multifactor con los ODS
Presentamos la última innovación en nuestro enfoque de inversión sostenible.
03-11-2020 | Visión
Factor investing – going beyond Fama and French
Factor investing – going beyond Fama and French
There is more to factor investing than the standard academic factors, says Head of Quant Research David Blitz.
02-11-2020 | Perspectiva a 5 años
¿Hay valor en los ángeles caídos?
¿Hay valor en los ángeles caídos?
Las rebajas de calificación pueden ser interesantes para inversores high yield.
29-10-2020 | Visión
Restoring the battered Value factor in equities
Restoring the battered Value factor in equities
The recent dreadful performance of the academic Value equity factor has been a blow for many investors.
20-10-2020 | Visión
Low-risk stocks behave like bonds
Low-risk stocks behave like bonds
Low-risk stocks are very bond-like.
13-10-2020 | Investigación
There is more to factor investing than just Fama-French
There is more to factor investing than just Fama-French
The period of 2010-2019 was a lost decade for the five Fama-French factors, leading many to question whether Value was dead and whether Size had ever worked at all.
09-10-2020 | Vídeo
Settling the Size matter in equities
Settling the Size matter in equities
The equity Size premium has failed to materialize since its discovery, almost forty years ago.
23-09-2020 | Investigación
Will Value survive the quant winter?
Will Value survive the quant winter?
The Value factor posted excellent returns over the first decade of the century.
01-09-2020 | Visión
Factor investing debates: Should sustainability be considered a factor?
Factor investing debates: Should sustainability be considered a factor?
Factor investing and sustainability can make a good combination.
20-07-2020 | Visión
Linking economic activities with the SDGs
Linking economic activities with the SDGs
A new research paper has mapped the impact that economic activity has on achieving the UN’s Sustainable Development Goals.
30-06-2020 | Visión
New study reveals: you can predict when interest rates will rise
New study reveals: you can predict when interest rates will rise
Over the past decades, many empirical studies have examined the predictability of interest rates, so far with mixed results.
30-06-2020 | Visión
Factor investing debates: Should you time your factor exposures?
Factor investing debates: Should you time your factor exposures?
The debate on whether investors should tactically time their factor exposures is almost as old as the discovery of factors.
22-06-2020 | Visión