Articles & Video
New research, new breakthroughs, and new opportunities
What are the latest innovations by leading quants?
How can quants find value in volatile markets?
What needs to be done in terms of portfolio reallocation, de-risking, and finding noncorrelated sources of return given the current market backdrop?
Beyond the “passive vs active” asset management paradigm
In which Aymeric Kalife (Paris Dauphine University) explores 4 key ways to maximise alpha generation and innovate your strategies to keep customers happy.
What is an alpha of trend-following CTAs?
Artur Sepp, Director of Research at Quantica Capital AG, introduces a new way to measure skill-based alpha.
Rebalancing portfolios with crash/rally indicators
In this case study, Prof. Dr. Jerome Kreuser shows how to optimise a portfolio using crash/rally indicators.
How can active managers add factors to the portfolio?
Dimitris Melas, Managing Director and Global Head of Core Equity Research, MSCI, shares tactics to generate more alphas.