One of the great features of factor investing is that it can be adapted flexibly to a variety of investment […]
Equity low-volatility strategies have largely outperformed* their market capitalisation benchmarks in the turbulent times for stock markets since the start […]
Uber has become one symbol of the way new technologies can rapidly transform a long established business, creating simultaneously chaos […]
Smart beta investing remains a hot topic in our industry’s forums, conferences and specialist journals. However, what began as a […]
Behavioural psychology studies are doubting whether portfolio manager with their own skills, analysing market environments can outperform simple algorithms.
Wouter Weijand wrote an interesting post on residential property entitled “Home Bias”. However, it was not originally for the real […]
Investors tend to give too much attention to short-term relative performance figures. As a solution to this, the amLeague organises a paper trading game where managers play as if they were managing a real portfolio.
During the summer, we created a quiz to work out which of the four main alpha quant factors suits each individuals personality best. Being quants, we could not resist the temptation to analyse the results…
The present situation of low interest rates for a “considerable time” creates pressure for both long-term investors and asset managers. Denial or frustration a zero-yield world is still widespread in our industry, however we are starting to see a period of ‘experimentation’.
Highlighting the importance of combining the four cardinal virtues of Plato in relation to the four main long-term factors of equity outperformance, rather than “timing” them.
The attributes of emerging markets’ have long been recognised in the form of abundant economic literature on the subject.
Etienne Vincent, head of quantitative management at THEAM, explains the similarities between the four main recurring sources of outperformance in equity markets and the four cardinal virtues identified by Plato in his philosophical works