Overcrowding in the Alternatives Market
How do we know if the alternatives market is overcrowded, and if it is, what is the potential impact?
Risk Analysis of the U.S. Dollar Index (DXY)
One of the most widely known measures of the value of the United States Dollar is the U.S. Dollar Index (DXY), which has been...
What Does the Front Office Need from Heads of Performance?
If your performance team can’t talk to the front office, the process will break down, and everyone will suffer.
The Benefits of Active Management and the Shortcomings of Brinson-Fachler Attribution
Unpacking the advantages of the Brinson-Fachler model and understanding how to account for its weaknesses.
Look to Lessons of 2016 to Prepare for 2017 Shocks
In an interconnected world, we look to market shocks from 2016 to find ways to prepare for potential shocks in 2017.
Steve Young, guest blogger and UK managing partner at investment management consultancy Citisoft, reflects on a recent Vermilion...
Stress Testing a Winning “No” on Italy’s Reform Vote
A “No” vote will likely create a strain on some of Europe’s currently weakest economies and panic selling on equity markets in...
Equity Attribution and the Delicate Art of Interaction
Productive and meaningful interaction between the fund manager and performance team is not just important, it’s an art.
Pairs Trading: Using Structured News to Reduce Divergence Risk
Pairs trading has become one of the most popular statistical arbitrage strategies. Can news data help improve its performance?
Supply Chain, Competitive Landscape Fuel High Capacity Strategies
Strategies involving small cap companies can appear profitable at first, but their performance can deteriorate fast as assets...
Understanding ESG Exposures in an Attribution Framework
With the increased flow of funds into socially responsible investing, investors need better ways to understand and interpret...
Active Management and Understanding Analyst Forecasts
We outline the process of quantifying skill using a robust research solution.
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