Factor Based Investing (22)

Data Minecraft
Investment strategy

Data Minecraft

In this instalment of our series on alternative risk premia, we look at data mining and what it...

By Tim Armitage

17 Jun 2021

4 min read

Factor checking the market
Tim Armitage
Investment strategy

Factor checking the market

We look at how the technology sector is affecting the performance of factor portfolios.  
By Tim Armitage
06 Oct 2020
3 min read
Factor Based Investing in UK Equities
Francis Chua
Investment strategy

Factor Based Investing in UK Equities

Using a factor framework to identify drivers of performance helps us explore the issue of whether...
By Francis Chua
13 Dec 2019
4 min read
Ctrl + Alt (Risk Premia) + Del?
Tim Armitage
Investment strategy

Ctrl + Alt (Risk Premia) + Del?

When managing alternative risk premia (ARP) strategies, we think it is important to keep things...
By Tim Armitage
15 Nov 2019
3 min read
Is Passive's Rise Like a Poker Tournament?
Investment strategy

Is Passive's Rise Like a Poker Tournament?

The rise of index-tracking funds may actually be making active management harder.

By John Roe

05 Sep 2019

2 min read

The good, the bad and the ugly of factor investing
Investment strategy

The good, the bad and the ugly of factor investing

Factor investing resembles the 1966 epic Spaghetti Western film, “The Good, The Bad and The Ugly"...
By Fadi ZaherDaria Kuzina
10 May 2019
4 min read
Is the multi-factor craze the next fool’s gold rush?
Fadi Zaher
Investment strategy

Is the multi-factor craze the next fool’s gold rush?

In the popular 90s video game Tomb Raider, Angelina Jolie’s alias Lara Croft traversed the world,...
By Fadi Zaher
08 Feb 2019
4 min read
Standing on the shoulders of giants
Andrzej Pioch
Investment strategy

Standing on the shoulders of giants

How 2018 taught us about the perils of concentration and what it all meant for equity factors.
By Andrzej Pioch
12 Dec 2018
4 min read