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

FACTOR OPTIMISATION

“Pure versus Dirty Factors”

PRIVATE EQUITY: THE EMPEROR HAS NO CLOTHES

“Replicating Private Equity Returns with Public Equities”

TACTICAL STATISTICAL ARBITRAGE

“Tactical versus Strategic Exposure”

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!