The commentary observes weaker demand in the Chinese market causing commodity producing countries to fall versus the US dollar, which continues to rally.
Much like in America, the Canadian GDP slowed in the first quarter of 2015, yet several factors make the developments in Canada more worrisome.
Shareholders should be encouraged to invest more ‘skin in the game’ despite the increased risk as they look to get greater returns from their investments.
Having updated our investment outlook for the second half, we are now neutral on equities, long on high-yield corporate bonds and short the euro.
President of the ECB, Mario Draghi, urges markets to ‘get used to periods of increased volatility’ following data posted suggesting economic recovery.
Active management leaves a unique fingerprint on portfolio returns. The return contribution of security selection and market timing – commonly […]
The idea that outperformance comes more easily to a fund manager managing portfolios with a larger Active Share is in […]
Developing policies to address questions that arise in the face of population ageing is a huge challenge for governments because there is no precedent.
If investors now view Bunds as more fairly priced, what could prompt a return of the euro parity trade in currency markets?
Investors who have been inclined to dismiss listed real estate as an attractive asset class since the financial crisis should […]
What’s hot: a report from our men at the Joint Spring Seminar with Inquire UK at the Coombe Abbey Hotel […]
As 2015 starts, it looks like the issues that defined 2014 will dominate the New Year as well: oil prices continue to fall and the euro faces more pressure.
There is broad agreement in the investment community that the steep slide in oil prices will serve to support world growth through a number of channels.
Sector-neutral, low-risk equity strategies can efficiently generate alpha while reducing exposure to defensive sectors and thus the interest rate exposure
Inflation has fallen significantly in the eurozone this year, forcing the ECB to announce a series of measures to head off deflation. So far, though, there is little sign of an end to the disinflationary trend.
The volatility of asset class returns is not constant over time. Similarly, traditional strategies aiming to capture factor premia also show variable volatility over time. Constant volatility approaches can be successful ways to exploit these anomalies, also when applied to factor investing.
Overview from the latest Axioma Quant Forum in London on 24 September 2014
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…