QUANTITATIVE SOLUTIONS FOR FACTOR INVESTING
FactorResearch provides quantitative solutions for factor investing in equity markets globally. We support our clients in their factor allocation and analysis process.
INTRODUCING THE OPTIMISER
Analyse factors. Combine factors and create multi-factor portfolios. Download stocks for execution.
Our factor shop offers detailed factor performance reports and data sets for generalists, sector specialists, and strategists directly available for download.
FACTOR RISK MANAGEMENT
We provide a sophisticated risk management system for improving the risk-return ratios of factor strategies, which increases the efficiency of risk premia allocations.
OUR LATEST RESEARCH
LOW VOLATILITY FACTOR: INTEREST RATE-SENSITIVITY & SECTOR-NEUTRALITY
“Are Low Vol Stocks Bonds Proxies?”
SMART BETA OR SMART MARKETING?
“The Unusual Choices of Evidence-based Investors”
FACTOR OLYMPICS Q1 2018
“And the Winner is…”
FACTOR ALLOCATION MODELS
“Improving Factor Portfolio Efficiency”
MULTI-FACTOR MODELS 101
“Top-Down versus Bottom-Up”
We hold monthly factor performance and research update calls. Check out the event schedule and sign up for the next webinar!