Amongst the fintech companies that get a lot of attention, we see companies operating in the payments, peer to peer…
Information = data + analytics
January, 19th, 2018 | Categories : Portfolio
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
January, 7th, 2018 | Categories : Portfolio
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!
January, 7th, 2018 | Categories : Portfolio
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
August, 1st, 2017 | Categories : 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
August, 1st, 2017 | Categories : Portfolio
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
August, 1st, 2017 | Categories : Portfolio
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.
The low volatility factor explained
June, 14th, 2017 | Categories : Portfolio
The low volatility factor provides a mechanism for investors to control risk while generating similar returns to the market.
Smart beta providers offering exposure to alternative factors
May, 9th, 2017 | Categories : Portfolio
Some smart beta providers are targeting alternative factors amid the rapid growth in the number of products available in the market.
Tolerance Thresholds: Avoiding Costly Portfolio Rebalancing
March, 22nd, 2017 | Categories : Portfolio
Including a tolerance threshold can improve information ratios with only a marginal increase in volatility. A study by Quantilia
How A Maximum Weight Limit Affects the Returns of ERC Portfolios
March, 17th, 2017 | Categories : Portfolio
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.
