Will Value survive the quant winter?
The Value factor posted excellent returns over the first decade of the century.
01-09-2020 | Insight
Podcast: Some factors are more equal than others
Is Value broken?
14-05-2020 | Podcast
When markets get tough, quants stick with their factors
As rules-based investors, quant investors exploit human reactions to market movements.
19-03-2020 | Video
After a ‘terrific’ decade, what’s next for low-risk stocks?
The decade of 2010 to 2019 was an exceptional one for equity investors, in many ways.
05-03-2020 | Insight
Factor outperformance for more than two centuries
To be considered relevant, a factor must first and foremost be backed by ample empirical evidence.
12-02-2020 | Research
Media spotlight versus the Volatility effect in equities
Investors’ appetite for stocks frequently mentioned in the news is often raised to explain the Volatility effect.
26-06-2019 | Research
Navigating bull and bear markets
Find out more
Guide to low volatility investing
This new edition includes recent figures and a new section on income generation.
28-05-2019 | Insight