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.
How to Assess the Efficiency of Risk Premia Strategies
A selection of assessment tools to analyse the efficiency of risk premia indices, keeping in mind that they generally have no real benchmarks.
Risk Premia and Smart Beta Strategy Types
As there are no standards in the market regarding risk premia and smart beta strategy types, there are different names for the same thing. This is an overview.
A Brief History of Shariah-Compliant Indices
Shariah-compliant indices has only recently started to become popular and they present an intersting investment option for also non-Muslims.