Potential Opportunities In Quantitative And Passive Investing

Julien Palardy, Managing Director and Head of Quantitative and Passive Investing at TD Asset Management, discusses the strategies his team uses to generate opportunities. The rise of geopolitical risks and uncertainty may lead some investors to consider different approaches to investing. Julien: Quantitative investing is different from passive investing.

Weekly Report: what happened at LGLV last week (0415-0419)?

Weekly Report: what happened at LGLV last week (0408-0412)?

ETF Analysis: Do Historical Returns Predict Future Returns?

Historic returns are among the first things investors consider when analyzing an ETF. This article ranks hundreds of small-cap, mid-cap and large-cap ETFs by their one-year, three-year and five-year returns by segment and style. Do Historical Returns Predict Future Returns? examines hundreds of U.S. Equity ETFs. Using over 4,000 data points for 576 EquityETFs over 23 years.

Weekly Report: what happened at LGLV last week (0401-0405)?

Weekly Market Pulse: A New Paradigm?

Weekly Report: what happened at LGLV last week (0325-0329)?

Quick Thoughts: Do Elections Matter For Markets?

Home Market Outlook Today's Market Quick Thoughts: Do Elections Matter For Markets? Stephen Dover of Franklin Templeton Institute examines the major parties and their potential implications on capital markets in the US 2024 presidential elections. The field is set for the presidential elections for the US in 2024. Dover also discusses the potential implications of competing policy outcomes for capital markets.

Weekly Report: what happened at LGLV last week (0318-0322)?

SPDR SSGA US Large Cap Low Volatility Index ETF declares quarterly distribution of $0.6444

Weekly Report: what happened at LGLV last week (0311-0315)?

Weekly Report: what happened at LGLV last week (0304-0308)?

Growing Divergences In Small Vs. Large Caps

SPLV And USMV Have Different Views On Volatility, So Which Is Better?

Invesco S&P 500 Low Volatility ETF focuses on the least volatile stocks. IShares MSCI USA Min Vol Factor ETF constructs an optimized portfolio. USMV has better metrics than SPLV in terms of return and drawdown. SPLV mostly overweights consumer staples and utilities.

Weekly Report: what happened at LGLV last week (0226-0301)?

Designing Multi-Asset Income: It's Complementary

Investors are increasingly looking for strategies that can deliver on specific goals. Multi-asset income strategies are becoming more popular. The key is designing complementary exposures. Real estate is driven by distinctive underlying fundamentals. Diversification has helped income-focused portfolios over the long term.

Lessons From The Past On How To Position Equity Portfolios In A U.S. Presidential Election Year

The strongest year, by quite a margin, tends to be the third year in a presidential term. The presidential cycle suggests positive equity performance could be expected in the last nine months of 2024. The Third Year of a Presidential Term Is Usually the Strongest for Equity Markets.

Weekly Report: what happened at LGLV last week (0219-0223)?

Weekly Report: what happened at LGLV last week (0212-0216)?

The Low-Volatility Factor And Occam's Razor

The low-volatility premium may be the most compelling anomaly in financial markets. Less risky securities outperform their riskier counterparts over the long term. The low volatility factor defies a risk-based explanation. The case for low volatility investing may be stronger than ever.