How we’re turning off-the-shelf ESG data into useful and informative signals.
Quantitative approaches to credit investing creates potential opportunities and may help portfolios eliminate behavioral biases.
Man Numeric’s Hackathon took place in November 2018.
Low historical correlation to both DM and EM, along with a high retail investor base, may provide an opportunity in China’s state-owned enterprises.
Is value dead? To us, the answer is no. We feel value could regain its mojo in a rising inflationary and interest-rate environment.
Liquid PE alternatives allow investors to potentially achieve PE-like returns and risk exposures for lower fees.
In the context of the risks around China's A-Share market, active managers may be well-placed to add value.
How the quantitative mapping of corporate ‘fundamental networks’ can give a more refined framework for understanding companies.
Overcoming the impact of market movement in analysis of equity valuations.
Building on previous analysis about the impact of 'smart beta' factors on active investment managers, we extend our analysis to ask broader questions across a wider universe.
As outflows continue from active equity to passive and smart beta approaches, we analyze data on major institutional investors in the US to understand the key drivers of this shift.
We investigate two dynamic strategies that, in contrast to these passive investments, appear to have generated positive performance both in the long-run and particularly so during historical crises.