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The Science of Investment - Modelling the markets
The Science of Investment – Modelling the markets

The Science of Investment – Modelling the markets

Charting the evolution of asset management from an art into a science

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Tag: Grégory Taïeb

Posted on March 4, 2020

Lead : The Momentum strategy : Dan Barnes

Lessons from Quantmageddon

A review of portfolio construction could help investors who got burned tracking the ‘Momentum’ factor in 2019.

Momentum investors took a massive hit in September 2019, which analysts at Nordic bank SEB dubbed ‘Quantmageddon’. Continue reading “Lead : The Momentum strategy : Dan Barnes”

Posted on October 5, 2019October 8, 2019

Factor investing : Factors prove fundamental to bond investment

Research is indicating factors are the driver for bond fund manager outperformance, even outside of factor investing mandates. By Lynn Strongin Dodds

Continue reading “Factor investing : Factors prove fundamental to bond investment”

Recent Posts

  • Profile : Santiago Braje : Katana
  • Viewpoint : Data wrangling : Dan Mitchell
  • Viewpoint : AI development : Andreas Burner
  • Lead : The Momentum strategy : Dan Barnes
  • Data : Primary markets : Pádraig Floyd

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