Neither active, nor passive, factor investing equity strategy is an alternative to conventional stock-picking strategies.
ASG Research has identified eight sources of potential return dispersion across portfolios of risk premia strategies. A simulation analysis shows, returns can quite differ based on few alterations of these sources.
Keving Kearns, Portfolio Manager and Senior Derivatives Strategist at Loomis, Sayles & Co, discusses the diversification and drawdown management benefits arising from balancing interest rates and credit risk through a multi-asset credit strategy.
AlphaSimplex’s Katy Kaminski discusses crisis alpha, why trend-following generated positive returns in 1H, and trends to watch in 2H 2022.