ESG, technology and survival of the fittest – the changing world of investment management

Q&A with Sebastian Ceria, CEO of Qontigo

As the founder and CEO of fintech Axioma, and now the CEO of newly launched analytics and index provider Qontigo, Sebastian Ceria has ...

Posted 11.18.19 Sebastian Ceria

Has the Factor World Gone Mad and Are We on the Brink of Another Quant Crisis?

Many have drawn a parallel between this month and what happened in July of 2007.

Posted 09.13.19 Olivier d'Assier

Factor Reversal Halts, but Volatility Remains Elevated

While last week’s sharp reversal of factor returns has halted, higher levels of factor volatility persist.

Posted 09.18.19 Diana R. Baechle, PhD

Momentum nosedives

Is Momentum’s sharp reversal an indication of changes in investor sentiment and a turning point for markets?

Posted 09.11.19 Diana R. Baechle, PhD

Stress Testing a Presidential Impeachment – Part Deux

Unlike the threat of impeachment proceedings in May 2017, this time it’s for real. So, what might investors expect from this development and how might they best respond?

Posted 09.26.19 Olivier d'Assier

The Value of Getting Sentimental about Your Alphas

We believe that investors would benefit from combining their independent alpha signal with some measure of investor sentiment via an alpha-shrinking process.

Posted 10.04.19 Olivier d'Assier