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Factor investing

Products
UBS: investors understand there are better returns beyond standard benchmark

16 Aug 2021

UBS: investors understand there are better returns beyond standard benchmark

In this series of articles, we look at how investors are reacting to volatility and inflation, and what trades are being developed by QIS teams to capitalise on market trends.

Events
SRP Apac 2021: leveraging building blocks

16 Jun 2021

SRP Apac 2021: leveraging building blocks

How are smart beta indices performing? Are quantitative investment strategies (QIS) more effective to achieve returns in volatile markets? These and more topics were discussed during the ‘Index developments for diversified asset allocation’ panel on day one of the virtual SRP Apac 2021 Conference which took place on 15-16 June.

Products
Smart beta perspective: Apple scores highest across factors

20 Aug 2020

Smart beta perspective: Apple scores highest across factors

In the third part of our analysis, we look at some of the most widely used underlyings in the US structured products market and evaluate them based on their value/growth, volatility, momentum, and dividend income.

Products
New underlyings: MSCI expands thematic series with new ‘disruptive innovation’ range

14 May 2020

New underlyings: MSCI expands thematic series with new ‘disruptive innovation’ range

MSCI has expanded its megatrend index suite with the launch of five indexes focused on disruptive innovation developed in collaboration with ARK Invest.

Market
View from the top: buy-side channels moving away from pure market beta

03 Mar 2020

View from the top: buy-side channels moving away from pure market beta

The Singapore Exchange's €186m acquisition of smart beta index firm Scientific Beta aims to strengthen the exchange’s research-based index design capabilities as well as broadening the range of index products and client base.

Products
US indices delivered 6.5% average since 2019

07 Jan 2020

US indices delivered 6.5% average since 2019

US investors have a long history of using US equity indices as a vehicle to access equity exposure. The US structured product industry has also used this approach extensively, with US equity indices representing over 80% of all the US structured products market volume sold in 2019.

Products
JP Morgan teams up with smart beta specialist for new ‘portfolio solution’

17 Oct 2019

JP Morgan teams up with smart beta specialist for new ‘portfolio solution’

Partnership aimed at leveraging Scientific Beta’s expertise and JP Morgan’s implementation capabilities for new portfolio completeness solution.

Products
Fixed income factor makes its way to structured products

08 Mar 2019

Fixed income factor makes its way to structured products

As factor investing arrives in the fixed income space, FTSE Russell’s Apac head of benchmarks, Arom Pathammavong (pictured), tells SRP why structured products could be the next new frontier for this approach.

Products
ETP roundup: WisdomTree lists enhanced ETCs on LSE

05 Mar 2019

ETP roundup: WisdomTree lists enhanced ETCs on LSE

WisdomTree expands commodity offering; Fidelity expands its commission-free ETF line-up; State Street launches an ETF tracking the MSCI World Index; Amun AG rolls out another cryptocurrency product on the Swiss exchange and Horizons adds to its total return index ETF suite

Events
SRP Europe: multi-factor as an ‘all weather’ solution

20 Feb 2019

SRP Europe: multi-factor as an ‘all weather’ solution

Anticipating which single factor will outperform in the coming years could be a wild guess, especially given the propensity of single factors to perform differently depending on the market environment and economic cycle.

Products
JP Morgan expands 'rotator' range

06 Feb 2019

JP Morgan expands 'rotator' range

US investment bank bolsters risk control series with new index designed to adapt to business cycle shifts

Products
US life insurer debuts new risk control ‘sector rotator’ play

14 Dec 2018

US life insurer debuts new risk control ‘sector rotator’ play

The new Ameritas Accumulation 7 Index Annuity launch coincides with new research suggesting that sales of structured annuities will outpace those of traditional variable annuities within the next five years