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. 

Posted 02.06.18 Melissa Brown, CFA

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.

Posted 02.06.18 Diana Rudean, PhD

“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. 

Posted 01.25.18 Olivier d'Assier

Smart Beta versus Dumb Alpha

In “An Aussie sense of style”, we take a look at the inherent compromise between delivering target factor purity versus maximizing factor exposure.

Posted 01.17.18 Olivier d'Assier

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.

Posted 01.16.18 Melissa Brown, CFA

The downside of too little downside risk

What’s in a Crash? Axioma Head of Applied Research for APAC, Olivier d'Assier, explores whether an apparent lack of risk is risk in and of itself.

Posted 01.11.18 Olivier d'Assier

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.

Posted 01.09.18 Christoph Schon, CFA, CIPM

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? 

Posted 12.20.17 Denis Tarpey