Lenses

With the material run-up in the markets over the past 5 weeks we take this opportunity to introduce the family of mean reversion factors.

We continue our quarterly Factor Spotlight centered around hedge fund crowding, highlighting which names are most crowded heading into their Q2 2020 earnings calls.

We explore how plummeting oil prices has led to a buy signal in the Energy Select Sector SPDR Fund (XLE).

With global trade depressed, oil prices plummeting, and large US fiscal stimulus, we dive into the characteristics of companies with high Exchange Rate Sensitivity exposure.

We highlight the recent dislocation of the Exchange Rate Sensitivity factor, and demonstrate its link to companies with high global trade exposure.

We demonstrate a simple framework to help investors identify potential high alpha opportunities in the covid market environment.

We recap the webinar we held with Qontigo this week, diving into the latest in Market Sensitivity and providing an optimization case study.

We continue our analysis of Runaway Beta at the industry level and preview a joint webinar we’re hosting with Qontigo (Axioma) this week.

We discuss the dramatic trend in Market Sensitivity that has beleaguered investors throughout the market's recent swings in both directions.

We conclude our series on Value by assessing a typical Value basket's sector exposures and creating a sector-diversified Value basket.