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.
Many investors became accustomed to earning attractive returns with hardly any risk from investing in money markets, but with interest rates now lingering near all-time lows, they have little choice but to take more risk to earn anything like an appealing yield.
On 18 September, residents of Scotland will be asked, ‘Should Scotland be an independent country?’ Here’s a short overview of the Scottish referendum.
India’s GDP growth for the first quarter (April-June) of the country’s fiscal year 2014-15 surprised positively at 5.7%, compared to 4.6% in the previous quarter.
The constraints of the zero lower bound means developed economies may be confronted with the prospect of a future of chronically weak demand and slow economic growth
China issued reform guidelines in July relating to its decade-old household registration (or hu kou) system.
Most investors are risk-averse: they are more sensitive about losing money (even if the loss is unrealised, i.e. they haven’t sold the loss-making position yet) than about missing out on a nice opportunity.
Low-volatility equities are playing an important role in investor portfolios. Here we address the important question of what investors should expect in the short-term from investing in these funds.
Low-volatility equities are playing an important role in investor portfolios. Here we address the important question of what expected returns and volatility assumptions should be used in order to determine their allocation.
The fallout of the Great Recession and the way it has been addressed have only made finding an appropriate investment strategy more daunting than ever.
Empirical research has shown that China (and the renminbi) is moving towards the so-called ‘impossible trinity’.
Emerging market equities are likely to be resilient to tighter US monetary policy.
Interest rates saw sharp swings in 2013. 10-year Bund yields fell as far as 1.15% in May 2013, close to their historic low
It took a fortnight to count the 135 million votes cast but on 22nd July the election of Joko Widoda (universally known as Jokowi) as Indonesia’s new president was confirmed with a higher winning margin than exits polls on election night had predicted.
William De Vijlder and chief economist Joost van Leenders tell the team about their outlook on the global economy and markets.
An overview of what was presented and discussed at the Nomura Global Conference in London on 8 May 2014.