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.

Posted 12.12.17 Melissa Brown, CFA

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

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?

Posted 12.15.17 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

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. 

Posted 12.08.17 Christoph Schon, CFA, CIPM

Low Volatility ETFs Offer Little Relief as Volatility Roars Back

During the recent downturn, low volatility ETFs delivered, but failed to make up for their underperformance in good times.

Posted 02.15.18 Diana Rudean, PhD

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 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