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
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
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.
Big data applied to investing
Big data is being applied to everything from marketing to healthcare, sports and investing and the pool of data is rapidly growing.
Impact of the Window Size Used to Rebalance ERC Funds on Info. Ratios
A report by Quantilia found that large window sizes deliver the best mean rolling information ratios for portfolios.
How Transaction Costs Affect Information Ratios of 3 Weighting Schemes
A study on how transaction costs affect information ratio under different weight by Quantilia
Finding Middle Ground in the Active vs Passive Investing Debate
The rise of index funds has caused an ongoing debate about the merits of both passive and active investing. Now, a trend of using both has arised.
The Importance of Factor Index Rebalancing
One advantage of factor-based smart beta indices is that they are regularly rebalanced. This can lead to optimal returns without unnecessary fees.
How Fintech Companies are Taking Over the World
Fintech companies are shaking up industries around the globe, placing pressure on traditional industry heavyweights to adapt or collaborate.
The Rise of Fixed-Income Indices
Fixed-income indices have gained in popularity, boosted in part by the growth of the smart beta market. They are used as non-investable benchmarks.
Brief History of Sustainability Indices
Sustainability indices track the stocks of companies that are economically, socially and environmentally sustainable. Quantilia hosts such indices.
The Importance of Being Independent
Quantilia is an independent platform. We gather all information and present them in an objective way, helping investors in their decisions.