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Insights: Factors, Quant & Systematic

Reducing Risk with Liquidity Sleeves

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Steve Zhang, Deputy Chief Investment Officer of Ping An China Asset Management (Hong Kong) Company

Ping An on Factors in China

Emerging Markets, Equities, Factors, Quant & Systematic

The Chinese stock market is driven by different quantitative factors than those in the US and Europe, Ping An China Asset Management (Hong Kong) Deputy CIO said. Steve Zhang speaks to us about the companies quant and machine learning strategies.

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Charles Wu, CIO of State Super

State Super Strengthens AI Governance

Asset Owners, Factors, Quant & Systematic

State Super has established an Academic Oversight Body, to ensure good governance of the fund’s activities in machine learning.

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Staying Ahead of Market Repricing

Staying Ahead of Market Repricing

Factors, Quant & Systematic, Fixed Income & Credit, Women in Finance

Since the GFC, macroeconomic events have become strong drivers of asset returns. Loomis Sayles has now developed a crisis sensitivity ratio model to better understand how these events impact markets.

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Stephen Coltman, Senior Investment Manager, Aberdeen Standard Investments

Targeting Negative Equity Correlations

Factors, Quant & Systematic, Financial Crisis, Private & Alternative Markets

When bonds no longer offer defensiveness, where do you look for portfolio protection? Perhaps it is time to set an explicit negative equity correlation target, Aberdeen Standard Investments says.

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Donna Davis, Associate at Frontier Advisors

Frontier Sheds Light on Cluster Analysis

Editorial, Factors, Quant & Systematic

Cluster analysis is a good example of how machine learning can be practically applied to investment problems, a session at the Frontier Advisors Annual Conference showed. And the applications seem endless.

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Michael Kollo, Chief Executive Officer of Qurious on factor investing

Factors Underwater

Factors, Quant & Systematic, Opinion

Traditional factor portfolios have had a tough time before and during the pandemic. This is an excellent opportunity for the industry to accelerate its innovation toward alternative data and AI.

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Associate Professor Kenneth Merkley of the Kelley School of Business at the University of Indiana

Beating Human Biases with Robo-analysts

Factors, Quant & Systematic

Algorithmic stock analysis models, or robo-analysts, outperform their human counterparts, largely because they are less conflicted and avoid biases, a new study has found.

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Wai Lee, Head of Global Research of Multi-asset Solutions, Wells Fargo Asset Management

Is the Trend Really your Friend?

Factors, Quant & Systematic

Wells Fargo AM’s Wai Lee discusses the considerations that go into implementing an allocation to trend following strategies in a multi-asset portfolio and finds that small changes can have big consequences.

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vault

Looking for the Perfect Hedge

Editorial, Factors, Quant & Systematic

What type of hedge would you put in place to protect your portfolio in the current malaise, if you had the benefit of hindsight?

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Pivot – Virtual Roundtables 2020-2021

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Equities & Equity Alternatives Forum 2020

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The Investment Innovation Institute [i3] is committed to better investment outcomes through education. [i3] seeks to challenge traditional paradigms, instigate change as well as inspire new thinking . It will provide an independent platform for institutional investors and asset owners to be kept abreast of global thought leadership, latest ideas, academic research and best practices. By fostering interactive dialogues, encouraging debates and peer-to-peer sharing, [i3] creates an environment for investors to re-visit fundamental beliefs, challenge existing norms as well as embrace new ideas.

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