Monthly issues are published on the first Monday, on data through the prior month-end. Next issue: 2 November 2026.
12–16 pp from commercial launch (sample issue: 9 pp) · First Monday of each month · Core tier
4 pp · First Monday of each month · Free
Source: publicly available daily prices. The universe is today's index membership, so names that appreciated over the period are over-represented and the spreads carry survivorship bias.
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Enter your firm email to open the sample issues. The Monthly Quantitative Note follows each month; unsubscribe any time.
Firm addresses only. The address is used to send the Note and to reply to enquiries, and for nothing else. Privacy.