Quant strategies including risk premia have become popular alternatives to hedge funds, but as they become more complex, they need careful reviewing.
ETFs – a Driver for Quant Asset Management
February, 8th, 2017 | Categories : Portfolio
Exchange-traded funds (ETFs) have evolved dramatically since it was first introduced. Now, alternative ETFs are gaining popularity.
Risk Premia and Stop-Loss Features
February, 8th, 2017 | Categories : Portfolio
While risk premia products target stable and steady returns on a risk-adjusted basis, they can be more volatile than anticipated – here is the solution
Asset Class and Strategy Type for Risk Premia and Smart Beta Indices
January, 8th, 2017 | Categories : Portfolio
There is now an abundance of risk premia and smart beta products available, however, there are no “standard” definition of strategy types
How Accessible are Risk Premia and Smart Beta Strategies?
January, 8th, 2017 | Categories : Portfolio
Risk premia, other than smart beta, is still only available to high-end professional investors. Bus as the market for risk premia develops, its reach spreads.
Low volatility: the steadiest performing factor in the US in 2016
January, 4th, 2017 | Categories : Portfolio
Low volatility proves to be the steadiest factor in the US so far this year, with max drawdowns considerably lower than other factors.