Adviser Innovation – Quantitative screens improve risk-adjusted returns
“Quantitative screens improve risk-adjusted returns”
By Killian Plastow, 16/03/2017
Applying quantitative screens to thematic robo-advice portfolios can improve results without increasing risk, according to Quantifeed.
The company said there were currently two methods for building indices – thematic, which utilises investment themes, and factoral, which draws on empirical research of past returns – but added that a robo-advisers using a combination of the two are likely to offer better results.Return to press overview