State Super Strengthens AI Governance Asset Owners, Chief Investment Officers, Factors, Quant & Systematic State Super has established an Academic Oversight Body, to ensure good governance of the fund’s activities in machine learning. Read More
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. Read More
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. Read More
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. Read More
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. Read More
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. Read More
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. Read More
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? Read More
M Cargill Philanthropies Expands Risk Premia Portfolio Asset Owners, Chief Investment Officers, Factors, Quant & Systematic US-based charity fund Margaret A. Cargill Philanthropies has expanded its risk premia strategies with the volatility risk premium and addresses concerns over these factor investing. “We can’t expect absolute positive returns year in year out,” CIO Michael Ruetz says. Read More
