Security
SGEPMFW Index Research Hub
The SGEPMFW Index hub provides professional insights into complex global equity market mechanics and advanced investment strategies. Access our collection of 2 curated research reports, featuring in-depth analysis on market arithmetic and portable alpha applications.
2 reports available
Global Style Counselling: Portable Alpha Everywhere
Societe Generale's research outlines the success of its ML-enhanced multi-factor equity models. These strategies have outperformed traditional factor models by effectively capturing non-linear alpha.
Global Equity Market Arithmetic
Concentration risk driven by extreme outperformance of mega-cap stocks is rendering traditional stock picking increasingly redundant. Consequently, interest in quantitative portable alpha strategies is rising to manage benchmark constraints and increase breadth.
All reports
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