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Issue_39_Quoniam_Insights_Sentiment
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Can news sentiment forecast macroeconomic data?
Macro economic forecasts are typcially based on models that assume individual rationality and foresight. At the same time, behavioural research shows that emotions and narrative play a significant role in…
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Oil price shocks and the dynamics of investment grade credit spreads
1. Introduction Sharp increases in oil prices represent one of the most consequential macroeconomic disturbances affecting financial markets. As a key input into global production, transportation and consumption, oil price…
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Machine_Learning_A_powerful_tool_for_asset_managers
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2015_Abstract_Dissertation_Dr._Lisa_Herr
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Machine learning: a powerful tool for asset managers
What is machine learning? Machine learning is a method of programming computers using data. Rather than being programmed by a human, the computer looks at the data and finds patterns…
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Quoniam IFA presentation deck
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How smarter factors boost returns
How do you stay ahead of the game when it comes to performance drivers at Quoniam? The beauty about capital market theory is that we know that returns can be…
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2024_Engagement-ReportDE_Quoniam_Funds_Selection_SICAV
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Facing the Challenges of Fixed Income Factor Investing
1) Issues selections versus issuer selection The challenge of modelling single issues is that their risk declines over time. Breaking down factor and risk exposures at the single security level…
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Issue_29_Quoniam_FI-Factor_Investing
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Issue_22_Quoniam_Insights_Short_Selling
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2025_Engagement-ReportEN_Quoniam_Funds_Selection_SICAV
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Factsheet-GDS_EN
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2025_01_factsheet-GDS_EN
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