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- About Us
- Insights & Research
- Who We Serve
- What We Do
- About Us
- Insights & Research
Quantitative Research
Explore cutting-edge quantitative insights, harnessing over 25 years of industry leading expertise.
FEATURED RESEARCH
Trade Tariffs: Unprecedented But Not Uncharted
Explore the historical performance of asset classes and equity factors during periods of elevated protectionism.
Concerned about elevated valuations and market concentration in large cap stocks, investors are showing increasing interest in small cap stocks.
We assess the performance of a machine learning-based, long/short factor timing strategy in the large-cap U.S. equity market.
We explore the changing landscape for dividend yield in the U.S. equity market.
We uncover fundamental value using a systematic approach in corporate bond markets.
We apply a form of unsupervised machine learning to derive the probability of being in a stressed economic state.
We leveraged a dataset spanning 150 years to unveil investment returns across inflationary scenarios.
Is the 2023 growth rally a stock rally, or merely a style rally? We review the recent growth rally to see what exposures investors are really paying for.
Adaptive factor definitions capture underlying signal momentum while maintaining persistent factor exposure.
Unsupervised learning algorithms may be a useful way of neutralizing anti-growth biases.
Passive ESG investing has become increasingly active. It’s time for a rethink.
Equal Weighting creates more problems than it solves. There are better ways.
Factors work in Emerging Markets too. Explore the return and diversification benefits.
Analysis reveals how beta asymmetry works – and when it doesn’t.
A new volatility regime has delivered more return for less risk.
The benefits of style factors come with the cost of cyclicality. Diversification is the key to staying invested.
Our Investment Management Experts
Michael Hunstad is global co-chief investment officer for Northern Trust Asset Management (NTAM). In this capacity, he oversees a broad range of investment capabilities from index, fundamental, quantitative and tax-advantaged strategies to active, multi-asset class solutions and alternative investments. Michael is also responsible for the development of investment vision and philosophy and leads an investment team of more than 300 professionals globally. Additionally, he is a member of the Asset Management Executive Group, Investment Policy Committee and Risk Committee.
Peter Zymali is a senior portfolio manager and is responsible for portfolio management for the firm’s Quality ESG strategy. He serves as a member of the Northern Trust Sustainable Investing Council as well as the Proxy Voting Committee. He currently is the lead manager of the Northern U.S. Quality ESG mutual fund.