Quants Corner Are we going to see a melt-down instead of a melt-up in May? The well-known phrase is originally linked to an old-English saying: “Sell in May and go away and come on back on St. Leger’s Day”. St... Apr 24, 2019
Quants Corner Utilizing EPFR data to find answers to key asset management questions This week, in Quants Corner, we will be looking at how EPFR Flow and Allocation Data can help answer some of the more difficult questions in the... Apr 02, 2019
Quants Corner Factor-driven strategies: Momentum and low-volatility using EPFR data Since the start of 2019, inconclusive US-China trade talks, uncertainty around Brexit, softening German economic data and worries about emerging... Mar 05, 2019