More and more investors are seeking exposure to a number of particular risk factors in their equity portfolios, driven by […]
Absolute return is seen as the holy grail of asset management: pure performance without market risk. Theoretically, any source of […]
‘Quantamental’ is a relatively new portmanteau word in asset management lingo. Its creation is indicative of a trend in our […]
The momentum factor is the tendancy for stocks to show persistence in performance. In financial markets it can be thought […]
Momentum is unloved: being a good follower is rarely seen as a strength, and few asset managers would brag about […]
A Chinese portrait is a metaphorical description of something or somebody via a comparison with various things or elements, an […]
Over the last few years, interest among investors in indexation has driven asset managers to develop new forms of indexation […]
Behavioural psychology studies are doubting whether portfolio manager with their own skills, analysing market environments can outperform simple algorithms.
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…
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.