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Insights: Factors, Quant & Systematic

Valuations at the Cutting Edge of Investing

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Theh inflation factor | Investment Innovation Institute

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

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Philip Seager, Head of Absolute Return at Capital Fund Management (CFM)

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

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Scott Bennett, Head of Quantitative Investment Solutions, Australasia, Northern Trust Asset Management

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.

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Scott Bennett, Head of Quantitative Investment Solutions, Australasia, Northern Trust Asset Management

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.

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Systematic Fixed Income for Lower Carbon | Investment Innovation Institute

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?

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Chris Worthington, Head of Quantitative Analysis & Risk, JANA

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.

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Shehriyar Antia, Head of Thematic Research, PGIM

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.

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Pierre Lenders, Head of ESG, Capital Funds Management

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.

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Antonio Ferrer, Head of Multi-asset Asia and Portfolio Manager at LGT Capital Partners

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.

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