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Quantitative investment strategies, which are guided by sets of rules, aim to exploit market abnormalities in order to improve returns,…

Factor-driven alpha investment strategies, designed to manage risks within a portfolio while also delivering market-beating returns, come in a number…

Traditional stock evaluation tools like the capital asset pricing model (CAPM) fail to explain why some underlying factors, or investment…

Momentum and value investment strategies target superior returns on a standalone basis, but can be combined to bring diversification and…

A number of developments in the financial sector paved the way for smart beta investing, including the rise of indexing…

While all investors want to generate the best possible return on their capital, attitudes to risks vary greatly and so…

Smart beta strategies use alternatively-constructed indices to take advantage of market inefficiencies and underlying risk factors. Factor-driven approaches have become…

Asset managers are increasingly wading into the world of alternative indices as their core mutual fund offerings risk losing out…

Excess return, also known as alpha, is a measure of how much a fund has under or outperformed the benchmark…

Quantitative research can be applied to just about any industry, from physics and insurance to sports and even investing. Essentially…