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When markets get tough, quants stick with their factors
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
Factor investing debates: Are fees the most important variable in product selection?
Factor investing debates: Are fees the most important variable in product selection?
To choose a product, investors tend to rely on a few easy-to-grasp variables, like recent performance and, increasingly, fees.
14-02-2020 | Insight
Factor investing debates: Are there any capacity issues?
Factor investing debates: Are there any capacity issues?
Even though factor premiums may be persistent, harvesting them in a consistent and efficient way is no mean feat.
30-12-2019 | Insight
Factor investing debates: Could factor premiums disappear?
Factor investing debates: Could factor premiums disappear?
With the increasing adoption of factor investing, one frequently heard criticism is that factor premiums may end up being arbitraged away.
28-11-2019 | Insight
Media spotlight versus the Volatility effect in equities
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
Guide to low volatility investing
Guide to low volatility investing
This new edition includes recent figures and a new section on income generation.
28-05-2019 | Insight
Implementing quant strategies in EM the smart way
Implementing quant strategies in EM the smart way
Quantitative stock selection models work as well in emerging markets (EM) as they do in developed ones (DM).
25-02-2019 | Insight
Beyond passive in EM with Enhanced Indexing
Beyond passive in EM with Enhanced Indexing
Despite their inefficient nature, a growing number of investors are allocating to emerging equity markets (EM) through passive strategies.
27-12-2018 | Insight
How can you beat the S&P 500 Index?
How can you beat the S&P 500 Index?
The growth of passive investing seems to be unstopable.
20-12-2018 | Insight
Passive investing and sustainability are incompatible
Passive investing and sustainability are incompatible
Passive investing and sustainability integration are fundamentally irreconcilable investment philosophies, say David Blitz, PhD, Head of Quantitative Research, and Wilma de Groot, PhD, Head of Core Quant Equities1.
18-09-2018 | Insight