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.

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

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…

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.

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…

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.

I sat down this morning with, Katie Stockton, CMT the founder and managing partner at Fairlead Strategies, to get some much needed longer-term perspective through her technical analysis lens.

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…

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…

Equity investors have long embraced equity factor-based investing — using factors such as quality, value and momentum — with the aim of improving portfolio performance. However, just like many other assets, factors exhibit cyclicality, meaning they can each go through periods of underperformance.

FSC Development Director Ron Williams' interviews Martin Arthur Armstrong, CEO of Armstrong Economics. They discuss shifts between public and private sector confidence, with historical examples from Rome to modern political shifts. Armstrong offers his unique perspective on cycles analysis and historical perspective in…

We’ll discuss the current state of gold, the impact of rising borrowing costs on futures pricing, and how these elements intertwine with market trends. Along the way, we’ll tackle listener questions that challenge the status quo, digging into everything from fees in the hedge fund world to the implications of recent…