Intech Insights™

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Active Management the Bogle Way: Enhanced Indexing’s Renaissance

Jack Bogle’s low-cost, broad diversification principles have profoundly shaped our investment landscape. While he championed passive indexing, he might appreciate how much Enhanced Indexing...

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Q2 2024 Equity Market Observations

As the market climbed in the early stages of 2024, we are witnessing moderate shifts in the dynamics of the equity market, one that...

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Intech’s 2nd Anniversary Post-MBO: A Milestone of Independence and Innovation

Two years post-MBO, Intech stands proud and entirely independent, our ties to the former parent company now a chapter behind us. This anniversary isn’t...

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Top Blog Posts of 2023

The end of 2023 revealed a significantly changed landscape from where we began. This time last year, we were operating with elevated, yet slowing,...

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Crafting the Future: Foundations’ Path to Investment Success

In the ever-evolving landscape of global equity markets, foundations find themselves at a crossroads, navigating unique complexities and nuanced requirements. The traditional approaches to...

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A Tailored Equity Approach for Foundations

Foundations find themselves standing at a significant crossroads. The traditional equity mandates, which have long been a cornerstone in the investment portfolios of foundations,...

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Navigating the Complex Landscape of Foundation Investments: A Series Exploration

It’s often tempting to bundle entities with seemingly similar objectives under one umbrella. A common practice in the industry is to group endowments and...

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Is the Magnificent Seven’s Grip on Markets Fading?

After a bullish start to the year, equity markets turned back from recent highs in the third quarter. The prospect of lingering inflation and...

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Discover the Foundation-Centric Approach to Investment Success

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Q4 2023 Equity Market Observations

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Implementing Futures for Risk Management: A Guided Approach

For institutional investors, it’s not enough to simply identify effective strategies for managing risk and enhancing returns. The real challenge lies in the implementation....

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Case Studies: Integrated vs. Overlay Futures Strategies

In our journey through the world of equity risk management and futures strategies, we’ve explored the benefits and considerations of both integrated and overlay...

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Overlay Strategies: A Broad Brush for Equity Risk

Investors are often faced with a paradox: the need for diversification and the desire for precision. On the one hand, we want to spread...

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Navigating Frequent Regime Changes: The Power of Integrated Futures Strategies

We’re seeing a new market order emerge today. The frequency of regime changes, or shifts in the economic and market environment, has increased significantly....

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Introduction to Equity Risk Management and Futures Strategies

Navigating the financial markets is like sailing on a vast, unpredictable ocean. The waves represent the ever-changing market dynamics, and the wind propelling us...

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Unlock the Power of Futures in Equity Risk Management

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Futures Can Improve Risk/Return Outcomes Across a Variety of Time Horizons

In our last blog, we discussed the limitations of traditional equity strategies in an era of heightened equity market risks, as well as common...

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Are Traditional Equity Strategies Suited for Today’s Regime Changes?

Long-term institutional investors are facing a number of challenges within modern equity markets: time-varying risks in the form of increased volatility, more frequent and...

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The Dance of Diversification Amidst Market Concentration

The dynamics of the market are constantly evolving, and the current trend is both fascinating and consequential. The stock market, like any system, has...

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Q3 2023 Equity Market Observations

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Solve for Next: Preparing for Equity Regime Changes

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Harnessing Implicit Leverage for Resilient Alpha: The Power of Diversified Futures

Introduction In our evolving financial landscape where generating alpha, managing risk, and maintaining capital efficiency have become increasingly critical, the key lies in our...

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Beyond Stock Picking: The Rise of Outcome-Driven Conviction

Introduction “High conviction” in our business often evokes images of active managers who plunge into the intricate depths of a select handful of companies....

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Weathering the Storm of Regime Changes: A New Approach to Navigating Time-Varying Risks in Equity Markets

The equity landscape is evolving rapidly, presenting today’s investors with unprecedented challenges. Short-term market cycles have made it increasingly difficult to capture long-term alpha,...

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Navigating Time-Varying Risks in Modern Markets

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MBO Progress: 1-Year Update

Time flies when you’re making progress! It’s hard to believe that just over a year has passed since our management buyout from Janus Henderson....

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The Changing Landscape of Equity Market Drawdowns: Implications for Investors

Seasoned investors know full well that periodic, significant declines are a natural part of both economic and equity market cycles. This is the price...

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The Correlation Conundrum: How Will You Fix Portfolio Diversification?

Identifying and quantifying the underlying co-movements within and across asset classes is essential in creating a diversified portfolio and mitigating idiosyncratic risk. It helps...

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How Much More Volatility Can You Take?

Your equity strategies are typically your largest source of portfolio volatility, and it’s clear we’re seeing more pronounced and frequent equity volatility today. Market...

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Q1 2023 Equity Market Observations

In 2022, equity markets posted their worst calendar year return since the global financial crisis in 2008, as losses this year were significant. During...

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Inferring Relative Ability From Winning Probability in Multi-Entrant Contests

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Diversification, Volatility, and Surprising Alpha

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Evolution of Beta

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Two Stochastic Portfolio Theory Models of a Low Beta Anomaly

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On Optimal Arbitrage

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Optimal Arbitrage Under Model Uncertainty

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The Statistics of ‘Statistical Arbitrage’ in Stock Markets

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Stochastic Portfolio Theory: An Overview

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Atlas Models of Equity Markets

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Stock Market Diversity

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On Stochastic Portfolio Theory

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Measuring The Size Factor In Equity Returns

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Manager Performance and The Diversity Cycle

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Stochastic Portfolio Theory and Stock Market Equilibrium