Tag: Smart beta
SRP Europe 2024 awards: MSCI – structuring desks want new ways to offer market exposure
Europe | Industry
18 Apr 2024 by Pablo Conde
The data and index provider took the Best Smart Beta Index provider award at this year's SRP Europe 2024 conference.
3AI: smart beta to smart alpha
International | Technology
03 Nov 2023 by Pablo Conde
In the second part of an interview with the founders of machine learning company 3AI, Jacob Ayres-Thomson and Hassan Salamony (pictured) discuss how moving beyond academic research and leveraging the team’s hedge fund and proprietary trading backgrounds help the firm develop new index strategies with a different approach.
3AI: artificial intelligence can solve the problem of back-testing, improve sub optimal investment strategies
International | Technology
02 Nov 2023 by Pablo Conde
The company is leveraging ‘deep factor’ AI to help institutional investors in their search for alpha.
Barclays: QIS have become a critical part in the longer dated space
International | Indices
22 Sep 2023 by Pablo Conde
Over the last two years, Barclays has focused on the development of its in-house quantitative investment strategy (QIS) index business as well as the Barclays strategy indices, which include the Shiller Barclays CAPE indices.
Zebra Capital: standardisation to make custom underlyings more attractive
North America | Indices
20 Sep 2023 by Pablo Conde
Custom indices including quantitative investment strategies (QIS) and multi-asset indices can offer a more diversified exposure for investors and minimise risks.
Zebra index anniversary - exploiting behavioural bias v backtesting
North America | Indices
19 Sep 2023 by Pablo Conde
The index is the first to be founded on Pr. Roger Ibbotson's behavioural finance research, which found that investors could achieve higher returns with less risk by removing overly popular and overly volatile stocks.
SRP Europe Awards: SGI – QIS played a diversifying, defensive role in 2022
Europe | Products
15 May 2023 by Pablo Conde
The French bank was recognised as the Best House in Europe for the 10th consecutive year at this year’s SRP Awards Ceremony.
Amundi sees structured products outflows slowdown, AuM reaches €28 bn
International | Products
08 Nov 2022 by SRP News
The asset manager has reported a solid Q3 performance in difficult market conditions with robust inflows from structured products in the international networks.
UBS’ QIS commodity alpha portfolio delivers
International | Indices
21 Sep 2022 by Summer Wang
The UBS Balanced Commodity Risk Premia VT5 Portfolio has delivered the largest AuM among UBS Global Markets’ QIS offerings.