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 FACTOR CROWDING MODEL

Are you concerned about factor crowding?

OUR LATEST RESEARCH

HEDGE FUND BATTLE: DISCRETIONARY VS SYSTEMATIC INVESTING

“Man versus machine”

EXPLORING DEFINED OUTCOME ETFS

“Structured products in an ETF wrapper – a recipe for disaster?”

EQUITY MARKET NEUTRAL FUNDS: POWERED BY BETA?

“Evaluating the neutrality of equity market neutral funds”

WHITE PAPERS

FACTOR OPTIMISATION

“Pure versus Dirty Factors”

FACTOR CROWDING MODEL

“Mob Measurement Measures”

FACTOR ALLOCATION MODELS

“Improving Factor Portfolio Efficiency”

MULTI-FACTOR MODELS 101

“Top-Down versus Bottom-Up”

RESEARCH MAP

EVENTS

We participate in industry conferences and webinars on a regular basis. Check out the event schedule and sign up for the next event!