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?

OUR LATEST RESEARCH

CORPORATE DEBT IN THE CHINESE STOCK MARKET

“How Levered Are Chinese Stocks?”

ESG INVESTING: TOO GOOD TO BE TRUE?

“Good versus Bad Corporates”

AN ANATOMY OF SMART BETA VALUE ETFS

“Can Value Investors Capture Factor Returns via Smart Beta?”

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

EVENTS

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