Factor Spotlight

In the wake of the Bloomberg article “The Hottest Hedge-Fund Strategy Faces an Existential Crisis”, we examine a key factor.

Today we compare the performance of top and bottom-tier socially focused potfolios versus the broader stock market.

We continue our deeper dive on the social aspect of ESG, courtesy of our partners at OWL Analytics.

We use OWL Analytics’ ESG factor framework to better understand the performance and exposure carried by the Human Rights factor.

In solidarity with the Black Lives Matter movement, we kickoff a multi-part series on Socially Responsible Investing.

Using a powerful new lens on the market from Wolfe Research, we explore how institutional investors behaved during the COVID crisis.

We lay out a simple method to enable fundamental investors to utilize quantitative mean reversion factors to combine with their fundamental investing strategies.

We continue our discussion from last week on the topic of mean reversion, this time through the lens of MSCI Barra.

With the material run-up in the markets over the past 5 weeks we take this opportunity to introduce the family of mean reversion factors.

We continue our quarterly Factor Spotlight centered around hedge fund crowding, highlighting which names are most crowded heading into their Q2 2020 earnings calls.