Refinitiv Perspectives Quant Research

Investment Insights

How does sector credit risk tell the story of Covid-19?

Sep 23, 2022 • Maria V.

Investment Insights

Will inflation determine the U.S. midterm elections?

Sep 6, 2022 • Kevin L.

Investment Insights

Making sense of the energy market chaos

Aug 30, 2022 • Jharonne M.

Managing & Integrating Data

U.S. options data breakdowns challenge trading desks

Aug 19, 2022 • Rob L.

Investment Insights

Stock selection in bear markets

Jul 5, 2022 • Steven C.

Investment Insights

How factor investing can help investors outperform in rising and falling markets

Jun 27, 2022 • Richard S.

Investment Insights

What’s behind the Sri Lanka economic crisis?

Jun 15, 2022 • Maria V.

Future of Investment Research

What is the real value of alternative data?

Jun 2, 2022 • Svetlana B.

Investment Insights

Volatility and the Sharpe Ratio: the COVID-19 era’s equity market surprises

May 20, 2022 • Maria V.

Managing & Integrating Data

ESG’s point-in-time data problem

May 16, 2022 • Adam B.

Trading Insights

Strong U.S. jobs are blessing and curse for the Fed

May 4, 2022 • Gina C.

Managing & Integrating Data

Inflation forecasts: the wisdom of the crowd versus expert economists

Mar 16, 2022 • Richard P.

Investment Insights

A new way to measure inflation expectations

Feb 11, 2022 • Refinitiv

Trading Insights

Is Asia-Pacific set for a great leap forward in electronic trading?

Feb 1, 2022 • Rob L.

Investment Insights

Investment social media: what hit the headlines in 2021?

Jan 13, 2022 • Richard P.

Investment Insights

Boosting portfolio sustainability without sacrificing performance

Jan 11, 2022 • Refinitiv