An effective factor investing strategy should be both contextual and adaptable as markets change over time.
Voya’s large cap value team believes that excess capital yield (ECY) provides a holistic view of the amount of capital a company has available to create value.
Changes in the political and economic landscape are loosening the links in the global economy. New conditions will favor different strengths as businesses adapt.
Demystifying the role of machine intelligence in stock selection.
While the phenomenon may seem contained to a handful of stocks, we believe there are broader ramifications for active managers to navigate.
Voya’s Equity Machine Intelligence team aims to take emotion out of the investment process to deliver alpha that is uncorrelated to more traditional equity strategies.
Separating signal from noise with natural language processing techniques.
The underperformance of value stocks over the past decade has many practitioners wondering when - if ever - valuation factors will work again for active stock selection.
How does the relationship between a firm and its supply chain affect stock price performance?
The quant space has evolved dramatically—understanding what’s coming next requires a look back at where we came from.