Preparing for a cliff-edge Brexit

When key members of the UK government resigned after the cabinet decided to back PM Theresa May’s proposed withdrawal agreement, the probability of a so-called cliff-edge Brexit increased dramatically.

Posted 11.15.18 Christoph Schon, CFA, CIPM

Axioma and S&P Dow Jones Indices to create an innovative new set of factor-based indices

Innovation, collaboration and factor indices. This week’s news optimizes all three, with S&P announcing plans to develop new strategies across the smart beta and ESG space, powered by Axioma.

Posted 11.14.18 Hamish Seegopaul

Adaptation Via Collaboration in the Brave New World of Asset Management

Five years after the Lehman collapse, Alain Robert-Dautun, Head of Risk for Sycomore Asset Management in Paris, saw the writing on the wall: Sycomore had to adapt. But how?

Posted 11.13.18 Nicolas Rossignol

Thinking about catching a falling knife? Do the math first.

After the recent stock market rout, a friend contacted me to get my take on some “financial advice” he’d received from his broker.

Posted 10.29.18 Olivier d'Assier

Volatility Skyrockets as Market Tanks

That the market’s recent rout was accompanied by rising levels of predicted volatility is hardly surprising. The magnitude of the increase, however, was another story.

Posted 10.26.18 Melissa R. Brown, CFA

Has the Tech Bubble Returned?

Using the Russell 1000 as our sample US Equities portfolio, we set out to compare today’s exposures to the AX-US4 Tech sector industry factors with their 1999 counterpart.

Posted 10.24.18 Olivier d'Assier