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.

OUR LATEST RESEARCH

MARKET TIMING VIA THE VRP?

“Stock Market Returns and the Variance Risk Premium”

OH, QUALITY, WHERE ART THOU?

“Highlighting the reduced upside but full downside capture of quality ETFs”

MUSINGS ABOUT FACTOR EXPOSURE ANALYSIS

“The challenges of regression analysis”

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