quant strategy

Two quant fund managers explain why diversifying across ideas, not stocks, is what actually drives consistent returns.

Small caps are under-researched and widely dispersed. Goldman Sachs is using AI to turn that into an edge.

MQEG brings quantitative investing to the ASX, targeting benchmark-beating returns on global equities.

The 10 most interesting stocks that major broker Citi has highlighted for their most attractive (and unattractive) qualities.

ESG is playing an increasingly integral role in discretionary investment managers’ toolkits. However, until recently quant managers haven’t had the data to invest on...

We consider three different investment managers that vary by dependence on the level of quantitative analysis and implementation. Each methodology has their own...

Today I wanted to provide some depth on how we use VIX products to manage risk in The Vega Fund portfolio. As far as we know, we’re the first fund in Australia to...

It’s been nearly six months since Marks’ last memo. In the absence of any major shift in global markets, he has taken the opportunity to discuss a more ‘big picture’...