In the modern era of investing, diversification has become the cornerstone of most asset
managers’ investment philosophy. Within the equity space, the primary focus of most …

By default, most investors equate a passive investment such as a traditional market
capitalisation based index with a welldiversified investment. However,“diversified” and “passive” …

The article focuses on the categorisation of indexing methods in equity space. Based on the
theoretical concepts of the various index methods, we first conduct a qualitative …

How can we explain that in 2008/2009 the global stock markets plummeted–50% in nine
months only to rebound by 60% over the following nine months? Why did investors price in the …

The combination of last year’s large sell-off in the financial markets, a challenging macroeconomic
environment, and heightened volatility has led institutional investors to reassess their …

Volatility is a central tenet of financial markets, impacting a wide range of investors’ daily
activities, including risk management, portfolio construction and option pricing. To improve their …

Trend following is one of the most popular and enduring systematic trading strategies. An
attractive long-term track record and strong returns during market crises have resulted in …

Quantitative investment strategies utilize a range of mathematical techniques to identify and
exploit opportunities within the financial markets. The quantitative approach can be …

The investment management industry is undergoing tremendous change. Indexing and ESG
(Environmental, Social, Governance) are reshaping investor portfolios, whereas digitisation …

Over the last decade, institutional investors have posted some of the best long-term returns
on record. Is it wise for investors to extrapolate these gains into the future, or is now a good …