Mackenzie’s Global Quantitative Equity Team believes in a core style of investing that employs fundamental ideas through a disciplined, risk-aware investment approach in seeking to generate alpha ...

Quantitative approaches to equity investing continue to introduce new sources of alpha. Recent advances in computing power, such as machine-learning and natural language processing are generating ...

Institutional investors face complex decisions—where to allocate capital, which managers to trust, how to weather volatility. These choices can’t rely on instinct alone. They require data, structure, ...

This paper presents a comprehensive framework for determining haircuts on collateral used in central bank operations, quantifying residual uncollateralized exposures, and validating haircut models ...

As a researcher who has used a wide variety of methodologies, I understand the importance of acknowledging that we, as researchers, do not pick the methodology; rather, the research question dictates ...

Mackenzie’s Global Quantitative Equity Team believes in a core style of investing that employs fundamental ideas through a disciplined, risk-aware investment approach in seeking to generate alpha ...