J.P. Morgan digest on risk premia strategies Summary of Q1’26 research reports on systematic investing

Research evidence excerpt

J.P. Morgan digest on risk premia strategies Summary of Q1’26 research reports on systematic investing

classes

Strategy

Global Quantitative & Derivatives Structural digitalization trends in cloud computing, telehealth,

Haoshun Liu AI and Big Data Approach to Thematic Investing

Strategy video gaming and cybersecurity

Global FX Strategy Meera Chandan T.E.A.M.* Introducing a multi-factor approach to FX

Global Quantitative & Derivatives Peng Cheng,

Follow the Robinhood Money Buying Behavior and Market Impacts of Individual Traders

Strategy CFA

Global Quantitative & Derivatives Khuram Is ESG performance simply a measure of long Technology &

ESGQ

Strategy Chaudhry short Energy?

Global Quantitative & Derivatives Dobromir

Defensive Risk Premia Systematic Strategies for the Risk-Off Times

Strategy Tzotchev, PhD

Cross Asset Volatility From Relative Value Signals to Optimal Portfolio Weights

Global Quantitative & Derivatives Dobromir Custom Performance Attribution based on Portfolio Decomposing Risk and Return Drivers via Factor-Mimicking

Strategy Tzotchev, PhD Holdings Portfolios

The quest for pure equity factor exposure How to eliminate the unwanted biases in equity factors?

Cross Asset Volatility Optimal Portfolio Construction - Beyond Risk Parity

Global Quantitative & Derivatives

Lorenzo Ravagli JPM FX - Derivatives Chartpack Notes Assessing the impact of rates correlations on FX vols

Global Quantitative & Derivatives Lorenzo Ravagli,

Timing FX short-vol strategies A systematic approach

Strategy PhD

European Credit Strategy and

Shivam Ghosh Fact or Fiction Investigating Factors in Corporate Credit

Derivative Research

Global Quantitative & Derivatives NLP with Phrase Embedding and Clustering for Robust

Robert Smith Tracking Thematics in Equities