Donald trump’s confrontations with foreign countries about trade are making headlines worldwide. Countries like Canada, Mexico, Japan, and China are…
A one year analysis of Alpha-seeking carry strategies
The year 2018 started with the equities market following the positive trend of the fourth quarter of 2017. The market…
ESG investing: Yet another trend ?
Environmental, social and governance factors refer to industry’s key issues such as climate change, human capital and labor management among…
Funds as a wrapper for quantitative strategies
For institutional investors keen to invest in quantitative indices, the structure of the investment is always a very important topic….
A confidential revolution: how design thinking is transforming institutional investing
Amongst the fintech companies that get a lot of attention, we see companies operating in the payments, peer to peer…
Information = data + analytics
The way the world does business has changed significantly over the last two decades, especially when it comes to the…
New smart beta indices on the platform
A US pioneer in quantitative indices joins Quantilia top-tier providers this week. Sign in and discover these new leading socially…
Looking for value and momentum? Check the new indices on the platform!
Smart beta indices are growing on the platform, with the addition of close to 30 indices targeting value and…
How to weigh asset classes within a cross asset Risk Premia portfolio
When it comes to build a balanced cross asset portfolio of Risk Premia, one of the issues that needs to be addressed is the relative weight of each asset class
Impact of weights on a portfolio return and risk statistics
Let’s consider a portfolio of 8 absolute return Risk Premia strategies, from different providers and asset classes, and having at least 3 years of track record.
Risk Premia Portfolio and Weighting Scheme
Managing a portfolio of Risk Premia indices requires accurate tools and analytics to help investors define the exact weighting scheme suited to their needs. For
More emphasis on building portfolios of factor-based indices
With the market for smart beta and risk premia products maturing, emphasis is shifting from the selection of individual strategies towards building portfolios.