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Global Equities Enhanced: Finding the sweet spot between passive and active investing
With global equity markets highly efficient and fee pressure ever-present, many professional investors default to broad equity ETFs as core portfolio building blocks. However, this approach also comes with limitations—especially…
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Diversity is our recipe for success - in investments and in our teams
What does multifactor investing mean and how do we implement it at Quoniam? (Multi-)factor strategies differ in the definition of the factors used. It is known from capital market research…
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Quoniam Research Seminars: Bridging the gap between theory and practice
What were your intentions when you created the concept of the Quoniam Research Seminars (QRS)? At Quoniam, our research focus is on identifying scientific or research-based performance drivers and applying…
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How our multi-factor approach provides diversifying benefits for institutional investors
How are alpha factors defined? We use a dynamic mix of factors including value, quality and sentiment/momentum. Our bottom-up signal mix at the single-stock level targets stocks with positive exposure…
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Credit spreads, dispersion and the detection of technology bubbles – Dotcom era vs. AI cycle
1. Introduction Technology-driven equity booms repeatedly raise the same question: do financial markets signal emerging fragility before prices correct, or do they collectively participate in exuberant valuation expansion? The collapse…
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Unlocking opportunities: How Quoniam's science-based research fuels performance
Capital markets are more competitive than ever. What is Quoniam’s approach to generating attractive returns? At Quoniam, we focus on exploiting numerous tiny edges of opportunity in equity and fixed…
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Global corporate bonds systematically managed
Corporate bonds are back Investors have been dealing with a prolonged period of low corporate bond yields. Yields on euro-denominated credits were consistently below 1% between July 2019 and February…
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Market commentary equities: How can active management perform in highly concentrated equity markets?
Index concentration continues unabated – a historical review Index concentration presents a significant challenge in modern portfolio management, impacting both active and passive investors. When a small number of companies…
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Unlocking the potential of equities: Why 130 minus 30 is more than 100
What are the advantages of using a quantitative equity portfolio management strategy? Unlike traditional stock picking, which relies on subjective judgement, quantitative strategies use data-driven models to identify and exploit…
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Market commentary equities: NVIDIA and the concentration on the stock markets
While technology stocks were already the main drivers of positive stock markets in the years of the pandemic, this trend has intensified again in 2023 due to expectations of future…
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Cloud, Python & Co.: next-level research at Quoniam
Why are you revamping Quoniam’s research? Volker: To create even more added value for our clients. Fast, efficient research has a direct impact on the strength and diversity of our…
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Artificial intelligence at Quoniam
Terms like artificial intelligence (AI), machine learning (ML) and natural language processing (NLP) are all over the press. Quoniam started analysing information with machine-learning methods in 2016. Since 2018, they…
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Credit Factor Strategies offer an uncorrelated investment style
Factor-based or style investing has an increasingly large footprint in equity portfolios with applications in active, passive, and smart beta strategies. However, factor-based investing is still in its infancy for…
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International Women's Day 2023: Facts, Figures and Insights about Women at Quoniam
According to the latest Citywire Alpha Female Report, a more gender-balanced representation of investment professionals is still far away: Female fund managers make up just 12% of Citywire's database of…
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The future of investing: How AI is reshaping the industry
Hosted together with Intervalor and attended by around 50 Nordic institutional investors, the discussions moved beyond the headline question of whether asset managers “use AI” and focused instead on how…
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