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
THOU SHALL NOT SHORT THE VIX
“Thou Can Not Short The VIX”
THEMATIC INVESTING: THEMATICALLY WRONG?
“Performance Chasing with a Narrative”
EM DEBT: TO HOLD, OR NOT TO HOLD?
“Exploring the Debt of Emerging Countries and Companies”
“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!