Tag Archives: smart beta
On smart beta
A bit of perspective on a buzzword. The prompt The Axioma Quant Forum in London included a discussion of smart beta. I took two highlights from it: a point of view and a question. The point of view was stated by Gerben de Zwart: “Smart beta seems like a replay of simple quant strategies of the … Continue reading
Alternative equity indices and random portfolios
A study has come out of Cass Business School that investigates a number of ways of building equity indices. Andrew Clare, Nicholas Motson and Stephen Thomas, of course, include market capitalization weighting. A number of schemes that fall under the name of “smart beta” are also included. They compare the indices not only among themselves … Continue reading
