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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.

The volatility effect revisited

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

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Ten years of successful factor investing in credit markets
Ten years of successful factor investing in credit markets
A decade of live track-records shows that our factor-based credit investing approach delivers improved risk-adjusted returns compared to the market.
30-06-2022 | Insight
Quant chart: Cornered by Big Oil
Quant chart: Cornered by Big Oil
Positive year-to-date returns from oil stocks are bucking the trend given the S&P 500 Index has slid into bear market territory.
29-06-2022 | Insight
Forecasting stock crash risk with machine learning
Forecasting stock crash risk with machine learning
Machine learning techniques can be used to uncover nonlinear relationships between several variables to help forecast stock crash risk.
15-06-2022 | Insight
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