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?

FACTOR SHOP

Our factor shop offers detailed factor performance reports and data sets for generalists, sector specialists, and strategists directly available for download.

Factor Shop

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.

Factor Risk Management

FACTOR EXPOSURE ANALYSIS

Our factor exposure reports enable portfolio and risk managers to quickly identify factor exposures in their portfolios and see if factor tilts worked for or against them.

Factor Exposure Analysis

OUR LATEST RESEARCH

FACTOR EXPOSURE: SMART BETA ETFS VS MUTUAL FUNDS

“Do Active Managers Provide Higher Factor Exposure than ETFs”

MOMENTUM VARIATIONS

“Does Complexity Beat Simplicity?”

FACTORS: SHORTING STOCKS VS THE INDEX

“Do Short Stock Positions Contribute to Factor Returns?”

WHITE PAPERS

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 hold monthly factor performance and research update calls. Check out the event schedule and sign up for the next webinar!