With equity markets producing vast streams of data from corporate fundamentals to market prices, sentiment, and alternative datasets, machine learning offers the ability to uncover subtle, nonlinear relationships that traditional linear factor models might overlook.
As we enter the second half of 2025, the next six months are expected to be defined by a slowing global economy, tariff uncertainty, and market volatility.
When this year began, no one could have predicted the path we would travel in just six short months. While the first quarter of 2020 was one of the worst on record, the second quarter was one of the best. Equity markets have experienced wild swings…
The recent past has seen extreme divergence in the performance of small cap stocks versus their large cap counterparts. We take a closer look at this underperformance and discuss the impact of different market environments on the returns generated by small cap stocks. …