Content (8)

  • Inflation Expectations And Interest Rates In The US

    White papers

    Inflation Expectations And Interest Rates In The US

    2021-06-25T11:56:00Z

    Recently, concerns about rising inflation rates have grown. Yield curves have steepened and interest rate levels have increased.

  • Increasing Yield with US Corporate Bonds

    White papers

    Increasing Yield with US Corporate Bonds

    2021-03-29T09:30:00Z

    For 2021, with interest rates very low and spreads tight, investors are wondering where to turn in order to generate returns in the liquid fixed income universe. We will show that US credit investments offer attractive returns even after currency hedging. Due to a steep US yield curve, the expected return is higher than the current yield. 

  • Growth versus Value - Balancing the Risks

    White papers

    Growth versus Value: Balancing the Risks

    2020-09-01T11:26:00Z

    Across Europe, measures implemented to contain the Covid-19 pandemic are being gradually lifted. The infection rates on the continent show different dynamics with some exceptions. At the same time, the capital markets are recovering. Therefore, we are currently at the crossroads between crisis and recovery.

  • Realistic Assumptions For ESG Integration

    White papers

    Realistic Assumptions For ESG Integration

    2019-11-11T12:01:00Z

    Environmental, social and governance aspects are becoming increasingly important. More than 2,000 investors – with almost USD 90 trillion in assets under management – have signed the UN Principles for Responsible Investment (UN PRI). At the same time, this raises a question: what impact do ESG factors have on a portfolio?

  • quoniam may 2019

    White papers

    Active multi-factor interest rate management

    2019-05-01T14:52:00Z

    Quantitative alpha strategies in interest rate markets have repeatedly been questioned over recent years. Regular interventions by central banks – often running contrary to fundamental trends – were a challenge for the forecasting quality of numerous approaches. Yet it is possible to generate robust outperformance, even in difficult market conditions, by applying a diversified multi-factor rates overlay.

  • quoniam innovative factors

    White papers

    Innovative factors provide leading edge – on the potential of alternative data

    2019-04-01T09:28:00Z

    An active, factor-based strategy focuses on tapping into new sources of data, on identifying relevant information and how to intelligently combine such information. Within this context alternative data – texts, images, or audio files – is becoming more important for the investment process, and regarding additional analytical value. At the same time, comprehensive and swift analysis requires state-of-the-art technology and plenty of experience.

  • quoniam risk premia

    White papers

    Uncovering the hidden beta in risk premia strategies

    2018-11-01T14:34:00Z

    The long period of low interest rates made risk premia strategies popular, especially because of their promise of uncorrelated returns. February 2018 was a first stress test as equity markets lost up to 10% in a few days. The majority of strategies showed a strong link to equities and generated significant negative returns. This was a reminder that picking the right risk premia strategy is crucial.

  • White papers

    Factoring in the best approach

    2017-07-01T13:02:00Z

    There continues to be a lot written and said about factor investing and, like any popular idea, there can be confusing and conflicting messages.