Lenses

We dig deeper into the securities behind Volatility’s bullish trend and explore what is driving its performance.

We examine the 2020 resurgence of the Volatility factor and compare its recent behavior to its positive trajectory in 2009.

We decompose the S&P500 into FAAANM and non-FAANM portfolios and observe surprising recent trends.

Introducing Smart Trades, our newest feature that allows you to create hedge baskets to offset factor exposure in your portfolio

We use factor mimicking portfolios to better understand the relationship between interest rates and performance of the Value factor.

We continue our investigation of the emerging Retail Investor Sentiment signal and examine its relationship with the Short Interest factor.

We evaluate retail investor trends via Robin Hood data to determine whether we're seeing the emergence of a new signal in the market.

In the wake of the Bloomberg article “The Hottest Hedge-Fund Strategy Faces an Existential Crisis”, we examine a key factor.

Today we compare the performance of top and bottom-tier socially focused potfolios versus the broader stock market.

We continue our deeper dive on the social aspect of ESG, courtesy of our partners at OWL Analytics.