Systematic

In this paper, we quantify the growth of passive investing in US equities and analyse its implications as the cyclical tailwinds for passive could turn into headwinds.

Why reactive trend-following strategies are the wingman of traditional investors.

How have markets and hedge funds performed in 2022 and what comes next in 2023? Luke Ellis, CEO, joins the podcast for the final episode of the year.

The themes that dominated 2022 are once again set to dominate 2023. How should investors respond this time around?

After an extremely strong year, why did momentum give back some of its gains in November, and what lessons can asset allocators take?

A traditional discretionary investment approach may not capture the full potential of thematic investing. In this paper, we argue that the latest quantitative techniques may offer more dynamic and rigorous exposure to themes.

What comes next for the Value factor? Dan Taylor, CIO at Man Numeric, joins Long Story Short to look ahead to 2023.

Scope 1, 2 and 3 are different ways to conceptualise a company’s greenhouse-gas emissions. Our research paper analyses their differences, their importance, and their potential impact in portfolio construction.

Why have trend-following strategies outperformed in 2022? Watch Otto van Hemert and Graham Robertson discuss the drivers of performance in a volatile year.

Prof. Cam Harvey joins Long Story Short for a special bonus episode to discuss his book ‘DeFi and the Future of Finance’ and the collapse of FTX.

Investors have often relied on simple but expensive puts to hedge against downside risk and create convexity. But options are not the only option.

In our final episode of Trend Setters, we reveal what makes a good trend manager, the red flags to watch out for, and how trend could become a permanent allocation.