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

TACTICAL ETFS: TACTFULLY NO, THANK YOU?

“Strategy without tactics is the slowest route to victory. Tactics without strategy is the noise before defeat. – Sun Tzu”

CHEAP VS EXPENSIVE FACTORS

“Are Expensive Factors More Risky?”

THE CASE AGAINST FACTOR INVESTING

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