What's next for AI in investing? In the final part of Robeco's AI summer course, it looks beyond the horizon. Discover how AI developments may redefine investment roles, strategy development, and asset classes, preparing investors and the industry for a future driven by innovation and technological evolution.

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.

Agentic AI is changing not only what investors research, but how research itself is carried out. AI-supported workflows can help scan papers, extract key claims, summarize methods and identify what deserves deeper review.

AI has long supported systematic investing through machine learning, natural language processing and pattern recognition. Agentic AI could take this further by helping investment teams screen ideas, monitor signals, test hypotheses and support portfolio review.

Emerging markets are often viewed through the lens of geopolitics, growth and valuations. But for quantitative investors, another question matters just as much: how do systematic models need to evolve as markets themselves change?

Factor investing was built on powerful academic foundations, but its real-world results have become harder to ignore. While many traditional factor approaches have disappointed, some quant strategies have continued to outperform across cycles. In this podcast, we unpack the gap between theory and practice, and what it…

If you have money in an index fund, you are benefiting from Eugene Fama’s work. In this Extra Slice of The Pie, the Nobel laureate and “father of modern finance” reflects on a career that reshaped how trillions of dollars are invested, including his development of the Efficient Market Hypothesis, which provides the…

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…

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.

FSC Development Director Ron William revisits his “Shaken, Not Yet Stirred” theme and examines the larger cyclical forces shaping markets as we move through the second half of 2026. Looking across equities, commodities, interest rates, currencies, and the broader macro environment, Ron explores the shifting relationship…

This video connects the geometry of federal debt to cyclical market patterns, suggesting that debt dynamics can be understood as part of a larger recurring structure in financial markets.

Artificial intelligence and machine learning are contributing increasingly to the process of identifying stock investment opportunities and managing portfolio risk, particularly when it comes to quantitative equity strategies that use mathematical models, algorithms and vast datasets to identify and capture the best ideas.…

Host Ethan sits down with Tom Costello, a veteran Quant PM formerly of Tudor Investment Corp and Moore Capital, to deconstruct what separates the top-tier "pod shops" from the bottom 40% of funds that fail to preserve capital.

Bollinger, founder and president of Bollinger Capital and developer Bollinger Bands, reflects on how his thinking has increasingly intersected with cycles research over time. From the cyclical nature of volatility to the potential for combining time-based cycles with price-based indicators, the discussion explores where…

Explore what sets aside the S&P 500 indices when it comes to investing factors.

Listen in and learn about the systematic effort to harness Fidelity’s proprietary fundamental data, alternative data, and quantitative capabilities in new ways to produce pure alpha strategies for investors. Join Alternative Angles host Steve Rosen for a sit-down with Gilbert (Gil) Haddad, Fidelity’s chief investment officer of…

Drawing on a recent Bank of England study, the guests explain how different participants leave distinct footprints on the FX curve, and why CTAs, far from being passive allocators, can act as dynamic responders to changing regimes. This is systematic trading, without the shorthand.

From the first futures in 1848 to today’s zero-day options, Cem Karsan, Mandy Xu, and Ed Tom chart how derivatives have moved from the market’s periphery to its center of gravity. At the core is Cboe’s new VIX decomposition tool, which disentangles moves driven by downside hedging, upside speculation, and shifts in the…

In the first podcast of our AI summer course, we trace AI’s journey from academic experiments to becoming a core driver of alpha in Robeco’s flagship quant strategies. This episode highlights key breakthroughs, innovative use cases, and how AI is reshaping investment decision-making in practical and powerful ways today.