Using data from 421 active quantitative funds in China from January 2015 to March 2024, we design a homogenization measurement method from the perspectives of return rates and Sharpe ratios, ...

This article was written by Jerome Barkate, Nakul Nair, Zane Van Dusen, and Scott Coulter. We are witnessing a remarkable period in the credit markets. Following years of accommodative monetary ...

Quant-based funds, unlike other active funds, rely on complex mathematical and statistical models with automated algorithms and rules applied to make investment decisions. Read on to know more.

In the past few years, there have been several developments in the field of modeling the credit risk in banks’ commercial loan portfolios. Credit risk is essentially the possibility that a bank’s loan ...