Quant strategies are poised to “push deeper into previously inhospitable markets such as corporate debt and private equity,” says Man Group CIO Sandy Rattray. This according to a recent article…
Search Results for: low-volatility funds
Revisiting All Things Value with Tobias Carlisle of the Acquirers Funds
This week we bring back our first repeat guest on the podcast. And we can’t think of a better person to have back than our good friend Tobias Carlisle. When…
Looking at Market Share in Four Ways
…each day (ADVT) The U.S. market is divided into those categories as illustrated below: Here are some takeaways from the article: Most of the Russell 3000 (a market cap-weighted index…
Young People Will Buy the Dip
…below an historic high, each time rebounding to a record, showing “how difficult it’s been to dislodge the retail traders who have fueled the rally.” But Bloomberg stock strategist Gina…
An In-Depth Look at Sector Investing with State Street’s Matt Bartolini
Investors tend to either invest in passive funds or operate at the other extreme and use active strategies that select individual stocks. But there is a case to be made…
Quant ETF Loses in Poorly Timed Rebalance
…problem, the article notes, is that the fund’s semiannual rebalance didn’t come soon enough and created a “double blow”—it ended up holding tech stocks longer than its peers when they…
Amplifying Momentum’s Alpha Potential
…and we extracted and modeled from his book Millennial Money and a model that combines low volatility, or conservative stock selection with momentum developed by Pim van Vliet, a European…
AQR’s Cliff Asness is Back to Defending Value
…low compared to those for growth stocks. Asness argues, “There’s no indication hat the market is saying ‘sure, valuations may be radically different today, but it’s justified by the difference…
The Facts About Factor Timing
Factor timing seems so sensible on the surface. The idea of adding exposure to out of favor factors appeals to investors’ desires to buy low and sell high. But the…
Jim Grant Talks Falling Bond Yields
…being so low.” Alternatively, he said, “if the gale force” of government stimulus money and the increased deficit present the biggest risks, then “certainly sovereign yields are much too low.”…