Sentences with phrase «systematic equity strategy»

Barra's new model employs premium input datasets including Point - In - Time fundamental data and provides insight into the sources of risk and return with Systematic Equity Strategy factors.

It includes Systematic Equity Strategy factors to help managers measure sensitivities to potentially crowded trades as well as a comprehensive set of fundamental factors based on point - in - time data, essential for building and back testing investment strategies.

June 1, 2016: A recent paper published by MSCI shows that Systematic Equity Strategy (SES) factors earned positive returns over a 20 - year period.

Not exact matches

In its proprietary trading, Systematic Strategies primary focus in on equity and volatility strategies, both low and high Strategies primary focus in on equity and volatility strategies, both low and high strategies, both low and high frequency.

A US equity market neutral and global systematic macro trading strategy that aims to deliver uncorrelated alpha with controlled volatility across a wide range of market environments.

RAE systematic active equity strategies seek to generate superior risk - adjusted returns.

Commence a systematic transfer strategy from an equity based fund to a short - term bond or debt fund with an average maturity of about 1 to 3 years.

And fourth, our equity allocations are invested in PIMCO RAE Fundamental funds, systematic active equity strategies with dynamic value exposures.

First established in 2003, Manning & Napier's Disciplined Value strategies are a suite of value - oriented, systematic equity portfolios.

Global macro managers still rely on economic and political events to generate the conditions that present attractive trades across the capital markets — equities, fixed income, currencies, and commodities — but in today's world, the strategies we use to spot attractive investment opportunities have become more systematic.

Some of our latest money management research and strategies include systematic equity curve management strategies such as letting the basic system trade in simulation mode so that it will continue to generate an equity curve.

Systematic active equity strategies that aim to deliver superior risk - adjusted returns.

The LibertyQ U.S. Small Cap Equity Index is a systematic, rules - based proprietary index that is calculated by Frank Russell Company based on the Russell 2000 ® Index that aims to reflect the performance of Franklin Templeton's desired investment strategy.

The LibertyQ U.S. Large Cap Equity Index is a systematic, rules - based proprietary index that is calculated by Frank Russell Company based on the Russell 1000 ® Index that aims to reflect the performance of Franklin Templeton's desired investment strategy.

The LibertyQ U.S. Mid Cap Equity Index is a systematic, rules - based proprietary index that is calculated by Frank Russell Company based on the Russell Midcap ® Index that aims to reflect the performance of Franklin Templeton's desired investment strategy.

The equity component of NUXIX employs a quantitative and systematic strategy to identify repetitive patterns of price behavior in U.S. equities that are indicative of prevailing market sentiment.

Under the Systematic Allocator strategy, the net premium is invested in a specified ratio in the Equity and Income Fundwith a higher proportion in the Equity Growth Fund.

Systematic Transfer Plan: This strategy ensures equity exposure in a systematSystematic Transfer Plan: This strategy ensures equity exposure in a systematicsystematic manner.

Bajaj Allianz Life Goal Assure has some good equity funds and a series of investment strategies that resemble their mutual fund counterparts such as Systematic Transfer Plan (STP).

Systematic Switching Strategy allows policyholders to engage in volatile equity markets in an organized and systematSystematic Switching Strategy allows policyholders to engage in volatile equity markets in an organized and systematicsystematic manner.

Systematic Transfer Plan: Under this strategy, exposure to high - risk equity is gradually increased over a period of time.

Systematic Switching Strategy - For those who wish to park their funds in equity, but in a systematic manner, so that their investments are safeguarded from market voSystematic Switching Strategy - For those who wish to park their funds in equity, but in a systematic manner, so that their investments are safeguarded from market vosystematic manner, so that their investments are safeguarded from market volatilities

Systematic Switching Strategy: For those who are willing to invest funds in the equity market, but in a systematiSystematic Switching Strategy: For those who are willing to invest funds in the equity market, but in a systematicsystematic fashion.

This plan provides an option of Systematic Switching Strategy that helps you enter into the volatile equity market in a systematSystematic Switching Strategy that helps you enter into the volatile equity market in a systematicsystematic manner.

Successfully built and implemented fully systematic bottom - up quantitative long / short equity strategy with AUM of $ 55MM a side and net Sharpe of 1.2 over two and a half years.