Pound recovers on Brexit silver lining, as yields and dollar fall

Last week, we saw US government bonds outperform their European rivals. The 10-year Treasury yield ended the week 9 basis points lower, after bond investors revised their inflation and rate ...

Posted 10.16.17 Christoph Schon, CFA, CIPM

The Systematic Asset Allocation Lego blocks

We’ve all heard them before – ‘Smart Beta,’ ‘Risk Premia,’ ‘Strategic Beta,’ ‘Factor Investing,’ ‘Thematic Strategies’ – words that now seem to headline many investment discussions, industry commentary and panel presentations.

Posted 07.20.17 Alessandro Michelini

Who Let The Dogs Out?

We began our attempt to model a war scenario between the US and North Korea by looking for some historical precedents in our database.

Posted 08.28.17 Olivier d'Assier

Giving a Boost to Value Performance—with a Little Factor Awareness (and Luck)

Investment cycles may last longer and go deeper than seems possible, but they do eventually reverse -- often when investors are just about to throw in the towel. 

Posted 08.09.17 Melissa Brown, CFA

More Rumination on the Low Level of Market Volatility

Axioma’s Applied Research team has been thinking a lot about the low level of market volatility. Much of the commentary on equity markets has centered around falling correlations.

Posted 08.21.17 Melissa Brown, CFA

Don't Let the FAANGs Bite You!

The so-called FAANG stocks have had quite a run over the past several years. From a risk perspective, however, their attractiveness may be fading.

Posted 08.25.17 Melissa Brown, CFA