Lenses

We use our factor optimization engine to capture the volatility premium in the QQQ and XLK ETFs in order to create a superior tech hedge.

We use our factor-optimization engine to capture the volatility premium in the S&P500 universe and build a better version of the SPDR S&P 500 Trust ETF (SPY).

We discuss the drawbacks of hedging market exposure with the SPY ETF, particularly as it relates to Volatility, and provide our weekly market and factor update.

This week’s Factor Spotlight will take a look at one risk factor that has been a hot topic this year — hedge fund crowding.

We take a look at an example of when becoming more ESG-focused has helped a company outperform its peers.

We tell the sordid story of Lumber Liquidators and how poor ESG metrics can affect stock values, along with a market and factor update.

We take a look at the latest movement in Medium-Term Momentum and provide this week’s market and factor update.

Momentum saw the largest decline in both US and Worldwide models this week.

We dissect the recent plunge in Medium-Term Momentum and share our observations.

This week we will address the perspective of the Asset Owner and how investors can integrate ESG into their investment process.