Commonly Used Portfolio Constraints Have Exacerbated Weak Results from Poor Factor Performance in 2019

After a tough end to 2018 for factor-based managers, hopes were high for a turnaround this year. Unfortunately, the turn has failed to materialize.

Posted 05.17.19 Melissa R. Brown, CFA

Axioma’s ROOF™ Scores Explained

Axioma’s ROOF™ Scores were created to quantify market sentiment—in other words, bullish or bearish?

Posted 05.10.19 Olivier d'Assier

Putting a dent in auto imports: Stress-testing the impact of US tariffs on EU cars

Much attention has been paid to the trade conflict between China and the US. There is also the threat of tariffs on car imports to the US from the EU.

Posted 05.09.19 Christoph Schon, CFA, CIPM

Investor Sentiment Tanks on News of Renewed Trade War… But ROOF™ Scores Show a Deterioration Since February

Investors seemed surprised by the market reaction Monday to news of a resumption of the trade war between the world’s two biggest economies, but should they have been?

Posted 05.08.19 Olivier d'Assier

Are European Stocks Really Less Volatile? Or Are Correlations Driving Volatility Lower?

Since the drivers of volatility (up or down) are always of interest, we decided to look a little deeper into the causes of this apparent apathy of the European market.

Posted 05.02.19 Melissa R. Brown, CFA

The pound’s down and FTSE’s up (again)… Are markets too complacent about Brexit?

With less than 4 weeks to go before the European Parliamentary Election markets appear to be surprisingly unfazed by the potential ramifications of that vote.

Posted 04.29.19 Christoph Schon, CFA, CIPM