Buyside Strategies

New research shows optimizing trade horizons can materially reduce execution costs and unlock greater capacity for factor-based strategies across global equity and fixed income portfolios.

Institutional investors are reengineering their portable alpha strategies to balance consistent alpha generation with capital efficiency and tail risk protection.

Railpen is ramping up its multi-strategy quant platform with a new systematic credit strategy.

As correlations between traditional assets break down, portfolio managers are reengineering multi-asset strategies to better withstand macroeconomic disruption.

Allocators are turning to quantitative investment strategies to generate alpha, but successful implementation hinges on managing structural risks such as performance decay, backtest reliability and low persistence.

Institutional investors are turning to enhanced indexing strategies that blend systematic models, active overlays within strict risk budgets to optimize beta and generate alpha. 

Institutional investors are leaning into volatility harvesting strategies, such as put spreads, strangles or condors, over traditional hedging for risk managed crypto exposure.

Low volatility and intraday reversal signals stand out as reliable alpha generators during periods of rising tariffs and inflation, said Northern Trust Asset Management's Guido Baltussen.

Institutional investors have been ramping up commodity volatility carry strategies, drawn by robust returns amid ongoing economic uncertainty. Careful portfolio construction is essential.

Some U.S. equity market records were broken this week but not the type that would draw any applause in the middle of an election year. The Nasdaq had its worst day since 2022 on Wednesday with the major tech rout wiping out USD1 trillion from the composite index.