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Lees onze nieuwste quantpapers
Quantitative investing

Lees onze nieuwste quantpapers

Research vormt de basis voor alles wat we doen

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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The quant cycle
The quant cycle
Equity factors follow their own sentiment-driven cycle that cannot be explained by traditional business cycle indicators.
19-10-2021 | Research
Een kijkje onder de motorkap van passieve thematische indices
Een kijkje onder de motorkap van passieve thematische indices
In feite werken passieve thematische indices kwantitatieve beleggers tegen, doordat ze over het algemeen een negatieve exposure hebben naar factoren.
12-10-2021 | Visie
Podcast: Why quant fixed income is a great diversifier
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