Factor Based Investing (22)
Investment strategy
Data Minecraft
In this instalment of our series on alternative risk premia, we look at data mining and what it...
17 Jun 2021
4 min read
We look at how the technology sector is affecting the performance of factor portfolios.
Using a factor framework to identify drivers of performance helps us explore the issue of whether...
When managing alternative risk premia (ARP) strategies, we think it is important to keep things...
Investment strategy
Is Passive's Rise Like a Poker Tournament?
The rise of index-tracking funds may actually be making active management harder.
05 Sep 2019
2 min read
Factor investing resembles the 1966 epic Spaghetti Western film, “The Good, The Bad and The Ugly"...
In the popular 90s video game Tomb Raider, Angelina Jolie’s alias Lara Croft traversed the world,...
How 2018 taught us about the perils of concentration and what it all meant for equity factors.
