The indexing business of the Singapore Exchange (SGX) plans to start focusing more on customised factor-based and thematic indices.
Institutional investors lead shift towards passive investing in Asia
June, 1st, 2017 | Categories : News
The trend towards passive investing is being led by institutional investors in Asia, says Simon Karaban, head of index services at the Singapore Exchange (SGX)
Smart beta providers offering exposure to alternative factors
May, 9th, 2017 | Categories : Portfolio
Some smart beta providers are targeting alternative factors amid the rapid growth in the number of products available in the market.
Quantilia Interview Series: Banque Cramer
May, 2nd, 2017 | Categories : News
Quantilia Q&A with Serge Janowski, Banque Cramer’s global head of institutional clients and family offices, about factor investing and the institutional market
The factor index market has plenty of room for growth
April, 28th, 2017 | Categories : News
Based on allocations towards factors, smart beta and risk premia indices remain underrepresented relative to cap-weighted funds.
Index spotlight: BNP Paribas Equity Low Vol US Index
April, 21st, 2017 | Categories : News
The BNP Paribas Equity Low Vol US Index delivered returns of 18.7% in the 12 months to September 19, as the low-volatility factor finds favour among investors.
Smart Beta REIT Indices: More to Come?
March, 31st, 2017 | Categories : News
Smart beta REIT indices likely to receive more attention as REITs outperform and as smart beta indices continue to surge in popularity.
Signs that the Quant Investing Market is Maturing
March, 24th, 2017 | Categories : News
There is a shift in focus from individual products towards the effective construction and management of entire portfolios of quant strategies.
The ‘Knowledge Effect’, or Innovation Factor
March, 23rd, 2017 | Categories : News
The ‘knowledge effect’ refers to the tendency of highly innovative companies to outperform over the long run – now banks launch indices based on those
Tolerance Thresholds: Avoiding Costly Portfolio Rebalancing
March, 22nd, 2017 | Categories : Portfolio
Including a tolerance threshold can improve information ratios with only a marginal increase in volatility. A study by Quantilia
Quantilia Index Spotlight: US REITs Shining in 2016
March, 18th, 2017 | Categories : News
Quantilia Index Spotlight: A summary of the performance of the Powershares KBW Premium Yield Equiry REIT portfolio on quantilia.com
How A Maximum Weight Limit Affects the Returns of ERC Portfolios
March, 17th, 2017 | Categories : Portfolio
Adding a maximum weight limit to an ERC portfolio does not affect its information ratio, but lower weight caps are associated with higher return and volatility.
