Is it possible to capture the low volatility anomaly while avoiding crowded trades and overvaluation?
Careful consideration of how factors are constructed, adjusted for biases, and combined could affect investment outcomes significantly.
The Man AHL Academic Advisory Board met in July 2016 to discuss skewness.
As attention turns to low volatility strategies after a period of market-beating performance, we analyse how skilled managers seek to fully exploit their benefits.
We consider some of the complexities that belie smart beta’s simple definition, examining it from a practitioner's perspective.
Conventional wisdom may suggest that all quantitative managers are the same. But Robert argues that the devil is in the details.
The Man AHL Academic Advisory Board met in May 2015 to discuss overfitting and its impact on the investor.
In a low return world, what's the role of market neutral hedge fund strategies? While often used to reduce volatility, we believe they can potentially raise expected returns.