Factoring in Volatility
The good news for factor-based investors is that, with a few exceptions, the heightened volatility has not shown up in returns of a number of commonly-used factors.
It’s Baaa-aack! Market’s recent tailspin drives surge in volatility
While much has been written about the increase in VIX over the past few days, factor risk models can provide substantial additional insights.
“If you can’t explain it to a six-year-old, then you don’t understand it yourself” Albert Einstein
This quote from the famed physicist pretty much sums-up how 45% of Asian Institutional investors (and I) feel about some active quant strategies.
If “The Market Climbs a Wall of Worry” What Happens When the Market Stops Worrying?
This blog post briefly summarizes the findings from our Q4 Insight Report, with a focus on the conclusions of where stock prices and risk might go from here.
2018: a repeat performance?
2017 provided ample fodder for Axioma’s weekly commentary and quarterly Insight webinars. Looking ahead, 2018 promises a similarly bountiful harvest.
What does the SEC's Modification to N-PORT Submission Really Mean?
The SEC issued a press release announcing a nine-month delay in the submission of the upcoming Form N-PORT regulation. But what does this mean?