Factor analysis is core to the manager approval process. We recently sat down with two of the biggest names in investment consulting and manager research, Aon’s Chris Riley and Morgan…
damian handzyApril 13, 2021
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According to a recent research paper by renowned LA-based asset manager DoubleLine, there’s still plenty of value left in Value investing even after the rally of the past few months.…
damian handzyMarch 22, 2021
Last Thursday, we learned that International Value Advisors (IVA) was closing its doors and returning their investors’ money after 13 years of bellwether Value investing reputation through their Worldwide fund…
damian handzyMarch 15, 2021
Last Thursday, we read several reports about ARK funds’ tumble in both price and asset flows – it seems that everyone from ZeroHedge to the Wall Street Journal has something…
damian handzyMarch 8, 2021
Value stocks and high-risk stocks are the most likely to outperform in the coming months: Certainty in US leadership, the coronavirus vaccine roll-out and large economic stimulus will have a…
damian handzyJanuary 20, 2021
What's Your Prior? When a behavior leads to a positive outcome we are more likely to repeat that behavior, a phenomenon known in psychology as ‘positive reinforcement.’ Momentum trading fits…
Liza StewartNovember 18, 2020
What to expect for the stock market after the election What will the stock market do after the US election? With likely delays in finalizing the US election winner that…
damian handzyNovember 5, 2020
Some factors regularly outperform after US Presidential Elections: Value, Small Cap and High Volatility tend to outperform following a Presidential election While Growth, Momentum, and Quality consistently underperform This is…
damian handzyOctober 27, 2020
Sometimes, all it takes is another set of eyes to instantly spot the problem. A major Dutch Pension plan, using the Style Analytics’ Skyline™ reports, noticed that its Enhanced Index…
Liza StewartSeptember 18, 2020
Equity markets’ concentration risk is not limited to just indices like the S&P500 and Russell 1000 - fundamental factors are concentrated and crowded. We used commercially available Style Analytics…
damian handzySeptember 3, 2020
What's Your Prior? Value investing vs growth investing; of the two, you are probably more familiar with the Value approach. Value investing is the tried and true investment strategy of…
damian handzyAugust 5, 2020
Widespread voting by mail could lead to another US election result delay. We studied factor performance in 2000 when the Bush vs Gore election result was delayed. In November 2000…
damian handzyJuly 20, 2020
The unknown risk is the most dangerous of all because you don’t even see it coming. Investment management is a highly competitive business and the threat of a competitor whispering…
Liza StewartJune 12, 2020
Are you overdiversified? Do your funds have high overlap in their investment styles or holdings? Identifying fund consolidation opportunities can deliver more effective asset allocation by helping you clearly track…
Liza StewartJune 12, 2020
Many investors today have turned to factor investing as a systematic and cost-efficient way to achieve exposure to a particular factor premium, such as Value or Momentum, or to a…
Liza StewartJune 11, 2020
Launching a new fund involves many critical steps to ensure short-term and long-term success. Asset managers rightly focus their time and energy on the strategy, operational structure, capital raising and…
Liza StewartJune 11, 2020
Crowded trades, susceptible to high volatility, result in risks often overlooked by investors. Crowded trades happen when multiple market participants trade the same securities or while employing similar strategies. While…
Liza StewartJune 10, 2020
Building or rebalancing a mutual fund portfolio can be a daunting task without an efficient analytical tool to help with the research. It can also be very time consuming. How…
Liza StewartJune 10, 2020
Researching potential managers and conducting due diligence can be complex, time-consuming and taxing. Collecting data into a usable database is a costly and time-consuming prerequisite, and only once there can…
Liza StewartJune 9, 2020
In today’s turbulent markets, more than ever, asset managers need to validate their investment processes by using advanced data and analytics. The alternative, for most asset managers, is to risk…
Liza StewartJune 9, 2020
