Factors, Quant & Systematic – Page 5 – Investment Innovation Institute

PGGM Questions Over-diversification and Benchmarks

Gulati - Investment Innovation Institute

Forget Big Data, It’s about Tiny Data

Systematic investing today is about finding signals in lots of tiny data and you need humans to give it context, Two Sigma CEO says.

Does Factor Investing Work in Private Markets?

Factors, Quant & Systematic

BlackRock’s Andrew Ang believes that ultimately all investment returns can be explained by factors. But you would be wrong to think this means you can package each asset class neatly up into an exchange-traded fund.

MarketFox Investment Commentary – Investment Innovation Institute

What Trait Psychology Tells Us about Factor Investing

Factors, Quant & Systematic, MarketFox

MarketFox columnist Daniel Grioli looks at the similarities in statistical methods between trait psychology and factor investing, and considers what this might tell us about our investment framework.

Seeking Alpha in Crises - Investment Innovation Institute

Seeking Alpha in Crisis

Asset Allocation & Strategy, Factors, Quant & Systematic, Private & Alternative Markets

Crisis risk offset sleeves have drawn increasingly more attention from institutional investors, but what do these portfolios actually contain? With bond yields at historic low levels and interest rates rising many institutional investors are questioning whether the negative correlation between equities and bonds – the very foundation of the widely used ‘balance portfolio’ in the […]

Quants Part III – Using the Right Tools for the Job

Asset Allocation & Strategy, Factors, Quant & Systematic, MarketFox

In this final instalment on quants, MarketFox columnist Daniel Grioli looks at the influence of investors’ time horizon on the usefulness of quantitative techniques. I’ve received several comments from readers defending the usefulness of quantitative techniques. They are definitely useful and they have been widely adopted. Which is why its important to understand their limits. […]

Quants Part II – Quants and Market Timing

Factors, Quant & Systematic, MarketFox

In part two of the series ‘Quants and Market Timing’, MarketFox columnist Daniel Grioli draws attention to the point that the tools available to us for measuring determine how we phrase questions and hence influences the outcomes.

Alpha Loss of Mystery - Investment Innovation Institute

Alpha’s Loss of Mystery

Factors, Quant & Systematic, Private & Alternative Markets

If you can explain a source of alpha, then is it still alpha?

Quants Part I: Are Quants the Chiropractors of Finance?

Behavioural Finance, Factors, Quant & Systematic, MarketFox

The danger of relying too much on quantitative models is the implicit belief that unless something can be measured and identified as a factor it doesn’t really exist, Daniel Grioli writes.