A better way
to unlock opportunities

What truly drives long-term inflation uncertainty? New research shows that it is not short-term shocks, but macro-financial factors such as political uncertainty, market volatility and yield spreads that shape the picture. In the interview, Quoniam researcher Dr Tamas Barko explains why stable communication is crucial — and which long-standing economic assumptions are now being put to the test.

The article ‘The Many Facets of Stock Momentum: Distinguishing Factor and Stock Components’ by Quoniam Research analysts Dr Xavier Gérard, CFA and Dr Laura Jehl was accepted for publication in the Financial Analysts Journal and is now available on the Journal’s website. The authors examine the ongoing debate on whether stock momentum is driven purely by factor exposures or if there is a genuine stock-specific component. The paper offers new evidence that adds depth to one of the most widely discussed anomalies in finance.

Enhanced strategies provide investors with an efficient way to target outperformance without deviating significantly from benchmark risk. Quoniam offers an ideal combination of science-based models, powerful technical infrastructure and capital market expertise. This enables investors to invest close to the benchmark while aiming for controlled outperformance.

Fixed income factor investing is on the rise, yet many bond investors still haven’t explored it like equity investors have. Our new white paper peels back the layers of factor-based corporate bond strategies to show you where untapped sources of return may lie.

In this interview, Carsten Rother, Co-Head of Research Forecasts, explains how smart factors work and how they differ from the basic, often one-dimensional factor definitions used by many other approaches.

The US’s once ambitious plans to reduce deficits, strengthen the economy and defuse conflicts have turned into trade wars, mounting new debt and fresh conflicts. In his market commentary, Dr Harald Henke, Head of Fixed Income, explains the impact on bond markets.

In their latest paper, “Breaking (up) news: How current and forward-looking information impact US Treasury yield dynamics”, Dr Maximilian Stroh, CFA, Head of Research, and Dr Matthias Apel, Portfolio Management Multi-Asset, find that there’s tangible predictive value in systematically analysing the forward-looking component of central bank news. In this interview, they explain their research and provide a behind-the-scenes look at how they use LLMs to deliver robust results.

What is research at Quoniam? Our research process is science-based and model-driven, setting us apart from traditional investment managers. In this interview, Dr Maximilian Stroh, CFA, Head of Research, explains how Quoniam’s approach leverages advanced quantitative models to consistently uncover information edges and drive investment performance.