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Quantitative Investing Glossary
A B C
D E F
L M N
P Q R
S T U
V
A
Active management
Anomaly
B
Behavioral finance
C
Capital Asset Pricing Model
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D
Data mining
Diversification over factors
Downside risk
E
Efficient (advanced) approach
Enhanced indexing
Evidence-based investing
F
Factor investing
Factor optimization approach
Factor premium
Factor-tilt approach
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L
Low volatility anomaly
Low volatility ETF
Low volatility factor
Low volatility mutual funds
Low volatility strategies
M
Momentum factor
Monitoring factor exposure
Multi-factor model
N
Norwegian Government Pension Fund
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P
Passive investing
Premium
Q
Quality factor
Quantitative investing
Quantitative research
R
Risk due diligence approach
Risk factor
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S
Sharpe ratio
Size factor
Smart Beta or Alternative Beta
Systematic approach
T
Traditional method vs factor allocation
U
Unrewarded risk
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V
Value factor
Volatility
Related insights
more insights
The quant cycle
Equity factors follow their own sentiment-driven cycle that cannot be explained by traditional business cycle indicators.
19-10-2021 | Research
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 | Insight
What valuations and interest rates tell us about equity factors
Single and multi-factor equity portfolios are currently very attractively valued and factor premiums persist across interest rate cycles.
04-10-2021 | Insight
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