Bridging

Bridging the Fundamental–Quant Divide | CFA Institute Enterprising Investor

November 23, 2023

Most large active fund managers today have both fundamental and quantitative investment teams. Historically, these two groups have sat in separate silos, and for good reason: They have different approaches…

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Factor Portfolios and Cap-Weighted Benchmarks: Bridging the Tracking Error Gap

November 13, 2023

Despite a brief return to normalcy in 2022, equity factor strategies have experienced performance challenges relative to cap-weighted indexes since the COVID-19-induced market crash of 2020. While there are many…

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