Conversation with BCI: New Platform Can Help Accelerate SDI Adoption in the Americas

We caught up with one of the asset owners of the SDI AOP, Jennifer Coulson from British Columbia Investment Management Corporation (BCI).

Posted 09.21.20 Axioma

Fed bond purchases do little for leveraged firms

But the fact that many households and corporations must now borrow extensively just to stay afloat is a major concern.

Posted 06.25.20 Christoph Schon, CFA, CIPM

Emerging Markets lag China in equity-market gains, but also risk

China’s weight may dominate Emerging Markets, but returns and risks have gone their own way. Emerging Markets in aggregate have not mirrored China’s recent equity-market gains.

Posted 07.16.20 Diana R. Baechle, PhD

Sentiment as a Systematic Factor: Introducing Qontigo’s ROOF™ Market Portfolios

We see sentiment as a mean-reverting systematic factor that should be rewarded when timed right, much like Size, Liquidity, or the Leverage factors in our fundamental factor risk models.

Posted 07.15.20 Olivier d'Assier

Diversification Enhancer or Performance Detractor? The Concentration Rule’s Impact on Growth Performance

Yet another issue has cropped up, leading to unique challenges for investors — the impact of SEC diversification rules, which until now have not had a substantial portfolio impact.

Posted 08.03.20 Melissa R. Brown, CFA

Odds Are Good that Markets Will Keep Rising… as Long as Volatility Declines

If one of our investment goals is to prevent a lot of money from becoming a little, then the basis for our investment must be a well-researched forecast of return.

Posted 08.11.20 Olivier d'Assier