The Inflation Factor Equities, Factors, Quant & Systematic Inflation is back and it is a risk that should be managed. But rather than using historic CPI data, investors can apply quantitative techniques to develop a forward-looking view on inflation risk in equities, Allsprings’ Harin de Silva says Read More
In Search of Diversification Factors, Quant & Systematic, Private & Alternative Markets Diversification has become harder to achieve in an inflationary environment where equities and bonds have become positively correlated. But liquid alternative strategies, such as trend following, macro and market neutral equity, can provide some relief, CFM says Read More
The Risk of Decarbonisation ESG, Factors, Quant & Systematic Decarbonisation is a means towards a sustainable end, but not an end in itself. Investors would do well to place any decarbonisation strategy in a broader light to ensure they avoid unintended risks, Northern Trust Asset Management says. Read More
Active Risk Levels Slashed Equities, Factors, Quant & Systematic, Risk and Regulation Super funds have slashed their active risk budgets in response to the YFYS performance test and the challenging market environment. This means funds have to be smarter about their remaining budget and avoid uncompensated risks, Northern Trust Asset Management says. Read More
Systematic Fixed Income for Lower Carbon ESG, Factors, Quant & Systematic, Fixed Income & Credit, Webinars How can investors employ a systematic fixed income approach to decarbonisation while optimising for alpha? Read More
JANA Appoints Department Heads Factors, Quant & Systematic, Private & Alternative Markets JANA has appointed five new Heads of Department, including external hire Chris Worthington as Head of Quantitative Analysis & Risk. Read More
Climate Risk and the Data Revolution Emerging Markets, ESG, Factors, Quant & Systematic A revolution in data mapping the effects of climate change has created opportunities for investors to develop a more granular picture of the risks involved, while it is also likely to lead to a gradual repricing of assets, PGIM says. Read More
Finding ESG Trends through Quant ESG, Factors, Quant & Systematic Taking a quantitative approach to ESG allows investors to capitalise on companies moving towards greener and more sustainable business models, rather than simply screening out the biggest polluters and narrowing down the opportunity set, CFM says. Read More
Evolving Liquid Alternatives Factors, Quant & Systematic, Financial Crisis, Private & Alternative Markets Not all systematic strategies are created equal. LGT Capital Partners’ Antonio Ferrer discusses how to adjust these instruments to help protect against equity drawdowns over the long term, while also establishing a framework to ensure investors don’t miss out on opportunities in times of stress. Read More
