‘Alternative data allows you to take a deeper look’
Novel data sources and techniques can help you tap into alternative alpha.
24-08-2022 | Interview
‘Quantification of sustainability can be pushed even further’
There is a large amount of untapped alternative data that can be used for sustainable investments.
18-08-2022 | Interview
Indices insights: Combing through the climate data forest
We unpack the merits of different carbon metrics used to gauge climate risk in portfolios, including a new climate beta measure.
13-07-2022 | Interview
Quality: the underappreciation of well-managed businesses
Persistent human errors when forming future earnings expectations for companies give rise to the Quality premium.
01-06-2022 | Insight
Human instincts drive the Value premium
Companies with exciting growth stories can lure investors, while those that receive little fanfare can deter them.
04-02-2022 | Insight
Low Volatility defies the basic finance principles of risk and reward
Contrary to popular belief, riskier investments do not necessarily translate into higher returns.
12-11-2021 | Insight
Active ownership: Challenge Accepted – Engage to change
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Momentum is a self-fulfilling prophecy and therein lies its strength
The Momentum premium arises from mistakes in human reasoning.
06-09-2021 | Insight
‘Equity price movements are mainly driven by behavior, not risk’
The FIFA 19 Ultimate Team (FUT) online transfer market and machine learning shed some light on behavioral finance.
01-07-2021 | Interview
Spring has to come simply because economic fundamentals require it
How do you perceive the quant equity winter?
26-02-2021 | Interview