Developments and opportunities in China
Insights
A-H returns & unwinding of mispricing anomalies
Investor sentiment & AI as a risk factor
Quant factor investing in Japan: opportunities and challenges
Asian stock market idiosyncrasies
Lessons from China Quant Quake
Attractive mispricing opportunities in China
Crowding risks
Distinguishing between signal and noise
Taking a holistic approach to analysing net China exposure
Positioning our portfolio so that it’s optimised for the market environment
Why we execute a large number of daily trades
Why we're Asian specialists
Analysing risk: horses for courses
Our favourite finance quotes (and how they relate to our investment process)
The potential pitfalls of focusing on idiosyncratic risk
BOJ policy change and the end of zero-Covid
Univariate vs multivariate regression analysis
Our discretionary overlay
Rising rates and stock valuations
Chinese delisting, geopolitical, regulatory, and other “investability” issues
Positive return skews
Extreme value spreads in Asia
“Clean” momentum: better autocorrelation momentum factors