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Lea nuestros informes cuantitativos
Inversión cuantitativa

Lea nuestros informes cuantitativos

La investigación es la esencia de lo que hacemos

Short positions do not add value to factor investing strategies

Common wisdom among academics and investors has it that factors are best harvested using both long and short positions.

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The volatility effect revisited

Over the past decade, low volatility has become a popular investment style.

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Strong multi-asset factor performance over more than two centuries

To be considered relevant, a factor must first and foremost be backed by ample empirical evidence.

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ETFs have yet to prove that they can beat active funds

Conventional wisdom has it that exchange-traded funds (ETFs) are an attractive, low-cost alternative to actively managed mutual funds.

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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