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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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Quantifying sustainability – making sense of ESG data
1.) How have ESG data providers evolved during the last ten years and what are the current challenges? Ten years ago, asset managers looking to apply responsible investing criteria to…
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Climate in focus: Classifying performance effects and identifying companies for a sustainable future
So-called green companies have received a lot of attention in recent years. Is there a return premium for climate-friendly (green) companies? To get an idea for whether climate-friendly companies have…
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Making career and family work: In dialogue with working mothers at Quoniam
Responsibility on multiple levels Participants described their day-to-day reality as demanding yet meaningful — shaped by organisation, flexibility, and a strong sense of responsibility. Balancing career and family requires structure,…
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A bear in a bull market – how did that pan out in 2025?
At first glance, 2025 looked like an easy year to be an equity investor. Global equities delivered strong returns, with the MSCI AC World Index posting gains of over 14%…
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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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Bonds with benefits: Combining sustainability and return potential in corporate bond portfolios
What was your study about, and why did you conduct it? Desislava: The study looks into the relationship between sustainability and corporate bond performance. Everyone knows that sustainability has become…
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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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What Opportunities does the Low-Risk-Anomaly offer?
Before answering this question, we need to look more closely at the current market environment. The data from Robert Shiller on the left side of Figure 1 shows that the…
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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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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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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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Attractive returns with US Corporate bonds
Average returns for safe-haven securities such as government and covered bonds are negative, whereas euro-denominated investment grade (IG) corporate bonds generate yields of less than 0.5%. In this environment, US…
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Generating alpha with innovative ideas
Since the carrying amount of patents provides precious little support in this respect, Quoniam uses alternative data provided by IPR Strategies, a company specialising in performing patent valuations for enterprises.…
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