Quantism Insights
Research &
Commentary
Evidence-based market analysis, quantitative research, and investment commentary from the Quantism research team. No price targets without rigour.
Rethinking Diversification in a Correlated World
Traditional diversification broke down during the 2025 correction. Here's a quantitative approach to building truly resilient portfolios.
Tail Risk: Why VaR Isn't Enough
Expected shortfall, stress testing, and regime-switching models — a framework for understanding the risks VaR misses.
Machine Learning in Factor Investing
How we use gradient-boosted models and attention mechanisms to enhance traditional factor signals without overfitting.
Yield Curve Signals: What History Tells Us
An empirical analysis of yield curve inversions and their predictive power for equity returns — across 40 years of data.
Does ESG Alpha Exist? A Quantitative Perspective
We ran the numbers on ESG-tilted portfolios across 5 years of data. The results are more nuanced than the headlines suggest.
Technology Valuations: Stretch or Justified?
A multi-factor valuation model applied to the top 50 tech companies. Where we see opportunity — and where is the froth.
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