This episode of The Outthinking Investor delivers insights on the benefits of probabilistic thinking, the best methods for analyzing portfolio decisions, and how investors could develop a sound decision-making process for targeting returns - even when facing uncertainty and market volatility.

Broad factor groups help explain long-term returns and, indeed, form the framework for quantitative stock selection models. In the fourth of this new series on Quant Investing Matthias Hanauer, Quant Researcher at Robeco, talks more about the perfect quant stock.

In this piece we explore the core considerations of factor investing and how quantitative and dynamic multi-factor frameworks can help investors navigate changing market environments.

Our expert Mark Kritzman explains how dynamic time warping can help investors with practical insights for better decision-making.

Our speaker is Myron Scholes who is the Frank E. Buck Professor of Finance, Emeritus at Stanford Graduate School of Business. Myron won the Nobel Prize in Economics for his groundbreaking work in Options Theory. I want to find out why uncertainty is core to both investing and finance theory.

In this new episode of Quant Street, Robeco Portfolio Manager Vania Sulman explains how the tracking error of an Active Quant approach is managed over the long term, and explains the process of overweights and underweights versus the benchmark. She also talks about how Active Quant differs from an enhanced-indexing approach…

Quant investing has been called a ‘black box,’ but is that really the case? In the first of this new series on Quant Investing we sit down with Harald Lohre, Director of Quant Research at Robeco, to break down this myth.

We break down why mastering convexity is key to cutting losses early, riding big winners, and staying ahead of market turbulence.

Quant equity investing has enjoyed the resurgence of Value since late 2020. Meanwhile, the quest for innovation in capturing returns continues unabated. Since the birth of quant investing, there’s been a steady rise in the number of factors that researchers claim can explain alpha. But it turns out that 15 factors are enough…

What does playing poker have in common with trading stocks? A lot, according to these top Wall Street traders. From patience and bet sizing to managing risk and reading other players, top firms like Susquehanna use poker to help train new traders.

Factor inflation—there are over 400 documented factors to date that theoretically allow institutional investors to target specific risk-return objectives. But many of these factors are simply the byproduct of data mining and do not have investment utility. Furthermore, reconstitution policies of index providers can leave…

FSC Development Director Ron William spotlights market strategist Valérie Gastaldy, who integrates cycles, sentiment, and technical analysis to forecast key market turning points. He also delves into veteran cycle practitioner, Tony Plummer’s influence on her work, highlighting the triad cycle structure (expansion, crisis,…

This episode is all about exploring the intricacies of market behavior, how trends shift, and what that means for our investment strategies. We’re having a serious chat about the impact of recent market fluctuations and how they influence our approaches to trend following.

Investing is evolving fast, and next-gen signals are at the forefront of that evolution. But what are they? In the sixth episode of this new series on quant investing, Iman Honarvar Gheysary returns to unpack these developments for us. He shares what these signals are, how they differ from traditional quant signals, what the…

As allocators look for ways to make their portfolios work harder it’s essential to think about how different strategies can fit together, especially in a world where traditional asset allocations might not cut it anymore.

FSC Board Member Andrew Pancholi interviews real-estate cycles expert Akhil Patel on the 18.6-year economic cycle. Siting current indicators like speculation, deregulation, and overconfidence, Patel believes we are in the final, speculative phase before a likely peak around 2026.

Alan Dunne and Mark Rzepczynski tackle the current market vibes, focusing on how factors like the 200-day moving average can shift market sentiment and affect portfolio strategies.

There are so many factors in academic literature that it’s even been called a zoo! But which factors actually work in real life – and which don’t? In the third episode of the Quant Street podcast series, Matthias Hanauer, Director of Quant Selection Research at Robeco, breaks it all down. He explains why some factors stand…

Vanguard's Head of Fixed Income Product, Jeff Johsnon, explores the factors investors should consider before investing in TIPS.

Sherman McClellan and his late wife, Marian, developed the McClellan Oscillator and Summation Index in 1969. Over 50 years later, versions of it are included in several popular market analysis software packages. His book Patterns for Profit is still cited by technical analysts and is available from McClellan Financial…