Quantitative Analysis

Latest news and analysis on Quantitative Analysis

Fixed Income

Unless we get more RBA QE, Aussie dollar could go to parity with US dollar

Exploiting inefficiencies and finding real alpha in bond markets during an era of low yields is possible says Ying Yi Ann Cheng, Portfolio Management Director at...
+2
Livewire Exclusive
Livewire Markets

The unwinding of QE in 4 charts

In October 2017 we wrote that our biggest concern for the market was the unwinding of Quantitative Easing (QE). At the time, we used Marc Faber's analogy which is...
Paul Wylie
Paul Wylie
Mason Stevens

How to use the VIX to protect your portfolio

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...
Scott Shuttleworth
Scott Shuttleworth
Vega Capital

4 ways to handle a stock market crash

As Peter Lynch once famously said “You get recessions, you have stock market declines. If you don’t understand that’s going to happen, then you’re not ready, you won’t...
Scott Shuttleworth
Scott Shuttleworth
Vega Capital

An odd period for quant in the Australian equity market

Many investment managers use quantitative screens to focus their attention on the investment opportunities that are most likely to reward close study, and we are...
Tim Kelley
Montgomery Investment Management

All-time-high in the DJIA marks the 60th all-time-high this year. What does this Portend?

I note the all-time-high in the Dow Jones Industrial Average (DJIA) overnight on Tuesday marks the 60th all-time-high this calendar year. 2017 now ranks as having the...
Andrew McCauley
Andrew McCauley