Lenses

This week we investigate if a tax-trade effect exists, and if so, what does the tax trade look like with respect to existing factor models?

This week we leverage macro datasets from our partners at Quant Insight to identify macro-driven industry sectors and individual stocks.

We use the S3 short interest & crowding dataset to recap the Avis squeeze & discuss how to protect against similar situations in the future.

This week we apply a historical context to the pivotal Growth vs. Value story & explore its implications across broad markets and sectors.

This week we look at the tumultuous relationship between Growth and Value along with its implications for investors.

This week we look at the seismic shift in Momentum leadership and Q3 rally to investigate its wide-ranging implications for investors.

With growing evidence of a looming oil crisis, this week we quantify the sensitivity of assets to Oil, and other macro factors.

We illustrate methods to screen portfolios for risky Q3 2021 earnings season names and highlight some of the market’s most crowded stocks.

This week we outline a stress testing framework to quantify the systematic impact of an Evergrande default on investor portfolios.

With a looming default from China Evergrande on the horizon, we assess the systematic web between Evergrande and global markets.