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 factor shop offers detailed factor performance reports and data sets for generalists, sector specialists, and strategists directly available for download.
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.
OUR LATEST RESEARCH
FACTOR EXPOSURE: SMART BETA ETFS VS MUTUAL FUNDS
“Do Active Managers Provide Higher Factor Exposure than ETFs”
“Does Complexity Beat Simplicity?”
FACTORS: SHORTING STOCKS VS THE INDEX
“Do Short Stock Positions Contribute to Factor Returns?”
FACTOR CROWDING MODEL
“Mob Measurement Measures”
FACTOR ALLOCATION MODELS
“Improving Factor Portfolio Efficiency”
MULTI-FACTOR MODELS 101
“Top-Down versus Bottom-Up”
We hold monthly factor performance and research update calls. Check out the event schedule and sign up for the next webinar!