All quantitative investment articles
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OpinionTech can bring sophisticated quant closer to smart beta budget
The rise in popularity of factor investing for UK pension funds in recent years has been inexorable.
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News
Transparency worries hinder flows into active quant strategies
More than half of institutional investors are wary of using quantitative investment strategies, with a perceived lack of transparency registering at the top of investors’ concerns, according to new research.
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OpinionThe rise and rise of factor investing
Data Crunch: Factor investing has attracted a lot of attention from the UK pensions industry. Defined benefit schemes have seen factors as a way to diversify their growth assets and achieve greater control of risk, while defined contribution schemes are exploring default investment strategies that may offer better value for money to their members.
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OpinionCrowd control: Avoiding the next quant crisis
Quantmare, quantquake, quantageddon. Whatever clunky portmanteau you choose, the resurgence of quantitative factor investing, particularly through cheaper generic implementations, has led some trustees to question whether these popular strategies risk becoming overcrowded in a repeat of the quant crisis of 2007.