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Fixed income outlook: Inflation hyperventilation
Fixed income outlook: Inflation hyperventilation
Heading into H2, we still find plenty to disagree with in the prevailing market consensus.
15-06-2021 | インサイト
Showing the way to Paris-aligned investing
Showing the way to Paris-aligned investing
The race to zero is on.
10-06-2021 | インサイト
Central bank watcher: Taper management
Central bank watcher: Taper management
As economies reopen and supply-demand mismatches surface, central banks are facing the conundrum of when to taper their asset purchases.
07-06-2021 | インサイト
Podcast: Navigating change and challenge in the asset management industry
Podcast: Navigating change and challenge in the asset management industry
It’s never a dull moment in the asset management industry.
04-06-2021 | ポッドキャスト
Low Volatility investing: now more than ever
Low Volatility investing: now more than ever
Low Volatility strategies can handle changes in the investment landscape.
01-06-2021 | インサイト
The Low Volatility effect in China
The Low Volatility effect in China
In our recent study, we uncover the presence of a strong Low Volatility effect in the Chinese A-share market.
19-05-2021 | インサイト
‘We must prepare for the worst-case scenarios’
‘We must prepare for the worst-case scenarios’
Bob Litterman is chairman of the Risk Committee and a founding partner of Kepos Capital in New York.
18-05-2021 | インタビュー
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 | インサイト
クレジット・アウトルック:過熱気味の経済運営
クレジット・アウトルック:過熱気味の経済運営
クレジット市場が堅調さを維持する可能性もありますが、失敗の余地は極めて限定的です。
06-04-2021 | 四半期アウトルック
債券アウトルック:米国で実現するもの
債券アウトルック:米国で実現するもの
いくつかのイベントが米国で実現されつつあります。
02-04-2021 | インサイト
There’s no quant crisis in credits
There’s no quant crisis in credits
Quant strategies have performed well in credits.
01-04-2021 | インサイト
Podcast: No need to fear an inflationary accident – just yet
Podcast: No need to fear an inflationary accident – just yet
It’s inevitable that the forceful fiscal stimulus and exceptionally loose monetary policy currently in place will result in higher inflation.
30-03-2021 | ポッドキャスト
カーボン・フットプリント削減に向けた5ヵ年目標を設定
カーボン・フットプリント削減に向けた5ヵ年目標を設定
脱炭素化の動きが進んでいます。
26-03-2021 | インタビュー
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 | インサイト
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 | インタビュー
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 | リサーチ
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 | リサーチ
What’s up with Momentum?
What’s up with Momentum?
Momentum had its ‘shot of momentum’ in 2020.
04-02-2021 | インサイト
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 | インサイト
Factor investing debates: Do big data and AI herald a new dawn for quant?
Factor investing debates: Do big data and AI herald a new dawn for quant?
Factor investing is based on decades of publicly available empirical studies.
11-01-2021 | インサイト
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
債券アウトルック:レンジ相場の再来
債券アウトルック:レンジ相場の再来
市場参加者には、短期的な要因や経済的な要因に過度に注目する傾向がみられますが、幅広い視点で将来を見据える必要があるのかもしれません。
28-12-2020 | インサイト
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 | インサイト
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 | ポッドキャスト
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 | インタビュー
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 | インタビュー
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 | Column
債券アウトルック:秋の連続イベント
債券アウトルック:秋の連続イベント
連続した影響力の高いイベントが今後数週間に見込まれます。
05-11-2020 | インサイト
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 | 5ヵ年アウトルック