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Read our latest quant papers
Quantitative investing

Read our latest quant papers

Research is at the heart of everything we do

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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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
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 | インタビュー
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