410页全球Alpha策略手册（第7版）（英文）

逍遙営

410页全球Alpha策略手册（第7版）（英文）
pdf
Introduction 6
7th edition: Less is more 6
Why a focus on investment styles
is key 6
Key changes to our products
since 2016 7
Key topics of the handbook 7
Our philosophy on equity markets and
model building 8
How to use this handbook 9
Product overview 10
The nine pillars of Alpha Strategy
Research 10
Alpha Strategy 10
Sector rankings (sector strategy) 13
Fund holdings & flows 13
Idea generation and special
topic reports 14
Multi-factor models 14
Macro Sensitivities 16
Portfolio Analytics Tool 17
Value-add tools (Style Strategy
Tool, SuperScreener) 18
Bespoke research 19
Overview: top-down and
bottom-up product setup 19
Global Alpha Strategy 23
Long-term style & alpha regimes 23
The Style Cycle Model 24
How we define the cycle 24
Data behind the results
and strategies 27
Main results 28
So far, so good: But how can I
project which cycle phase the
market will head for? 28
The upswing 29
...