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