quant strategy

Latest news and analysis on quant strategy

Equities

Citi’s 5 most attractive and 5 most unattractive ASX stocks

The 10 most interesting stocks that major broker Citi has highlighted for their most attractive (and unattractive) qualities.
CGF
CPU
CSR
+7
Hans Lee
Livewire Markets
Investment Theme

ESG investing – it’s all about the how

ESG is playing an increasingly integral role in discretionary investment managers’ toolkits. However, until recently quant managers haven’t had the data to invest on...
Pierre Lenders
Pierre Lenders
Capital Fund Management
Education

Humans vs machines or humans & machines

We consider three different investment managers that vary by dependence on the level of quantitative analysis and implementation. Each methodology has their own...
Hue Frame
Frame Funds Management

How to use the VIX to protect your portfolio

Today I wanted to provide some depth on how we use VIX products to manage risk in The Vega Fund portfolio. As far as we know, we’re the first fund in Australia to...
Scott Shuttleworth
Scott Shuttleworth
Vega Capital
Education

New Howard Marks memo: Investing without people

It’s been nearly six months since Marks’ last memo. In the absence of any major shift in global markets, he has taken the opportunity to discuss a more ‘big picture’...
Patrick Poke
PLP

TREND IS YOUR FRIEND > Aussie Market and Profit Taking Risk

TLS
Mathan Somasundaram
Deep Data Analytics

TREND IS YOUR FRIEND > Spot Gold

Mathan Somasundaram
Deep Data Analytics

TREND IS YOUR FRIEND > US Market and Volatility

Mathan Somasundaram
Deep Data Analytics

GARY - Growth At Reasonable Yield | You ain't seen nothing yet

+5
Mathan Somasundaram
Deep Data Analytics

GARY - Growth At Reasonable Yield | Making macro risk great again

+5
Mathan Somasundaram
Deep Data Analytics

Market Manager | Small caps back on the menu at discount prices

ALU
+24
Mathan Somasundaram
Deep Data Analytics

GARY - Growth At Reasonable Yield | Making inflation great again

+4
Mathan Somasundaram
Deep Data Analytics

SHIELD – Sustainable High Yield | Banks back in fashion

DTL
+12
Mathan Somasundaram
Deep Data Analytics

Market Manager | October update – Macro volatility ahead

Mathan Somasundaram
Deep Data Analytics

GARY - Growth At Reasonable Yield | Small Cap Industrials continue to dominate

Mathan Somasundaram
Deep Data Analytics

Equity Resource Engineer | Resources to benefit from improving macro clarity

Mathan Somasundaram
Deep Data Analytics

SHIELD – Sustainable High Yield | Yield trade outperforming through market volatility

Mathan Somasundaram
Deep Data Analytics

Equity Market Engineer | Central banks are becoming overexposed reality stars

Mathan Somasundaram
Deep Data Analytics

Equity Industrial Engineer | AGM season will deliver another reality check

Mathan Somasundaram
Deep Data Analytics

Equity Financial Engineer | Central bank clarity to drive financials higher

Mathan Somasundaram
Deep Data Analytics
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