Quantitative Investing Capabilities

Smarter Strategies, Smartly Implemented

Risk management can be more informed when it draws on the full range of quantitative, fundamental and data-science insights.

Generating Alpha Through Data Science

Data science is a new tool that can enhance traditional fundamental investment research, potentially sparking a revolution in active management.

The Data Science Revolution

How the new richness and accessibility of data, and advances in data science, are enhancing both quantitative and traditional fundamental investment research—and sparking a revolution in active management.

Risks Rebalanced

A less cautious stance, with upgrades for pro-cyclical sectors and regions—including non-U.S. equity markets, U.S. credit, and emerging markets debt and equity.

Fixed Expense Investing

Low and even negative yields have turned some fixed income investing into “fixed expense” investing—but there are still good reasons to hold negative-yielding bonds.

Equity Portfolio Construction: Filling the Gap Between Alpha and Beta

Separating equity alpha and beta is a good first step—but could investors be doing more in the space left between them?

Simply Put(Writing)

PutWrite strategies can improve the risk-return efficiency, liquidity, flexibility and cost-effectiveness of investor portfolios.

Two Cultures, One Aim

How genuine collaboration between quantitative and fundamental analysts can enhance stock selection and portfolio construction.