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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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How to navigate the equity ‘factor zoo’
How to navigate the equity ‘factor zoo’
The number of equity factors reported in the academic literature has exploded.
27-03-2020 | Research
Enhanced indexing solutions for insurers
Enhanced indexing solutions for insurers
Over the past decade, investors have operated a massive shift from actively managed strategies into passive ones.
26-03-2020 | Insight
When markets get tough, quant funds stick with their factors
When markets get tough, quant funds stick with their factors
As rules-based investors, quant investors exploit human reactions to market movements.
19-03-2020 | Video
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