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 […] Read More
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. […] Read More
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. Read More
Alpha’s Loss of Mystery Factors, Quant & Systematic, Private & Alternative Markets If you can explain a source of alpha, then is it still alpha? Read More
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. Read More
Mitigating Risks without Distraction at CalSTRS Asset Owners, Factors, Quant & Systematic, Innovation, Women in Finance CalSTRS Portfolio Manager Carrie Lo explains why the fund has added a risk mitigating asset class to the portfolio. Read More
Factor Investing for the Masses Asset Allocation & Strategy, Factors, Quant & Systematic Robeco’s Pim van Vliet has published a book that goes a long way in explaining factor investing in simple terms. Read More
Don’t Be Caught between Quick and Stubborn Factors, Quant & Systematic, Private & Alternative Markets Crowding can be a problem, but is it any worse if a computer does it as opposed to a human, Man FRM Chief Investment Officer asks. Read More
The Case for Min Volatility with a Yield-tilt Sauce Asset Owners, Equities, Factors, Quant & Systematic Solving minimum volatility implementation issues through blending. Read More
