Blog post: : Oil and gas companies are accelerating investment in plastics, in response to the shift away from fossil fuels. But is this pivot sustainable? Could plastic become the next stranded asset?

Blog post - Among a flood of alternative data sources, consumer sentiment based on citations online stood out.

Blog post - We review factor performance over the second quarter, provide the perspective of a long-term view and look to indications from our adaptive multi-factor model heading into Q3.

Risk managers remain focused on liquidity risk, as the 2008 financial crisis showed how liquidity can deteriorate quickly. But could investors underestimate their risk by looking solely at changes in bid-ask spreads and overlooking market impact?

Blog post - Commonly held perceptions, historically higher volatility and shorter, sharper bull-bear cycles relative to developed and other emerging markets have led many to believe that fundamental factor strategies may not work in the Chinese equity markets. Our research suggests this may be changing.

Research paper - While used extensively by active managers as part of their security-selection decisions, the growth factor has been largely left out of the factor-index investing landscape, at least in its simplest form. This paper explores why and offers a way to capture this factor with a systematic, rules-based approach..

Research paper - Peer selection plays a central role in many aspects of finance. Can we measure relationships between companies from a systematic analysis of data, including fundamentals, news and the text in company filings? And, can we use this information to better understand company relationships and the risks they may bring?

Blog post - Foreign interest in Saudi Arabia has increased following the easing of foreign-ownership limits and other enhancements to improve market access. As more investors gain experience in this market, we looked at strategies that may have benefited those employing a factor-based approach.

Blog Post - Market volatility and interest rates uncertainty was the story of 2018. How did minimum volatility indexes behave in environments dominated by these two opposing forces? We compare how the interest-rate environment and market and macro-economic conditions, respectively, have affected min. vol. performance. Which had the greater influence?