For Style Factors, One Size Does Not Fit All: A Summary
A synopsis of Melissa Brown’s article on factor performance recently published in The Journal of Investing.
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?
Keep Calm and Consult your Magic Eight Ball
It is the time of year for glass ball predictions. Are we are witnessing irrational exuberance in the markets, and will it come to an abrupt end?
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.
Bond yields trapped by interplay of economic and political news
November saw bond and currency markets driven by a mix of economic news and political risks.
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.
“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.