Quantitative Analysis

Exploiting inefficiencies and finding real alpha in bond markets during an era of low yields is possible says Ying Yi Ann Cheng, Portfolio Management Director at...

In October 2017 we wrote that our biggest concern for the market was the unwinding of Quantitative Easing (QE). At the time, we used Marc Faber's analogy which is...

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...

As Peter Lynch once famously said “You get recessions, you have stock market declines. If you don’t understand that’s going to happen, then you’re not ready, you won’t...

Many investment managers use quantitative screens to focus their attention on the investment opportunities that are most likely to reward close study, and we are...

I note the all-time-high in the Dow Jones Industrial Average (DJIA) overnight on Tuesday marks the 60th all-time-high this calendar year. 2017 now ranks as having the...