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Alternative Risk Premia

Alternative Risk Premia products require specialised due diligence.

Alternative Risk Premia (ARP) strategies typically apply a rules-based approach to well understood, and academically documented, underlying factors.

Institutional investors can access these strategies in a variety of ways, including managed funds, broker-dealer products or in-house trading desks.

Alternative Risk Premia Memos

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11 Dec 2020

ARP - DDQ for Broker Dealer Products

ARP products can be accessed through broker-dealer products as well as managed funds. This DDQ provides a list of questions that institutional investors and asset managers should ask when conducting due diligence on broker-dealer ARP products.

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15 Jul 2020

ARP - Broker Dealer Practices

ARP products can be accessed through broker-dealer products as well as managed funds. This memo discusses the key distinctions between these strategies in managed funds and broker dealer products

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15 Jul 2020

ARP - Backtesting

Alternative Risk Premia (ARP) strategies are typically developed using historical simulations or back-testing. This memo discusses some of the challenges of this process and provides a framework to assess back-testing results.