Many investors are aware of the efficacy of factors in global equities. However there is some uncertainty as to the way in which factor based strategies can be effective in a concentrated market, such as, Australian equities. In this INDepth interview Scott Bennett, Head of Quantitative Research and Client Solutions Australasia, explores:
- The role of systematic strategies within the S&P/ASX 300
- Opportunities to achieve more efficient risk adjusted returns
- Investment strategies designed to account for the Australian equity market structure.