Nomura’s September Quant research report looks at three separate themes in the quant space. Alternative beta is a popular term and used generally with single strategies – Nomura investigates the possibilities of constructing a viable portfolio out of different alternative beta strategies. The second theme revolves around emerging market portfolios and whether value can be introduced therein using currency-based momentum strategies. The third theme addresses the simultaneous use of both an earnings momentum strategy as well as a contrarian strategy depending upon changes in stocks’ earnings trends.
Quant alternative beta strategies
Indigo Fraser Jenkins,...
Login required to continue reading.
Setup a free account to get access to this article (no credit card required).
View Full ArticleAlready a member? Log in here
