Investors can use alpha and beta to analyse the return and volatility of an investment, based on past performance. These…
What the new Fiduciary Rule in the US means for passive investing
The US Department of Labor’s Fiduciary Rule is expected to further promote the shift towards passive investing strategies.
The low volatility factor explained
The low volatility factor provides a mechanism for investors to control risk while generating similar returns to the market.
Innovation Award from the French Tech Côte d’Azur
Côte d’Azur Innovation Awards 2017 Quantilia was granted an Innovation Award for its R&D to facilitate quantitative strategy investments for…
The next phase for Singapore Exchange’s (SGX’s) indexing business
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
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
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
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
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
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?
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
There is a shift in focus from individual products towards the effective construction and management of entire portfolios of quant strategies.