Factor investing

Factor investing is based on the exploitation of academically-proven factor premiums. Factors represent certain stock-specific attributes that explain the return and risk of a group of securities in the long run.

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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

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

Factor investing

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