APG Sees More Dispersion in Investor Returns Ahead
The rise of alternative data sets is likely to create a wider dispersion of investors’ returns as the wide range of available data will lead investors to take more varying approaches than they have done so in the past, according to APG Asset Management. Until recently, most financial strategies have relied on a handful of […]
ASX Blockchain Targets Communication not Trading
Gerben de Zwart, Head of Quantitative Equities at Dutch pension behemoth APG, believes that the rise in the use of alternative datasets will see a divergence of manager returns, as they will have to pick and choose which databases to analyse.
February Didn’t Kill Crisis Alpha
The Crisis Risk Offset approach to constructing portfolios has gained some popularity in the US in recent years, but the surprising performance of trend-following strategies in February this year led some people to question the approach. Kathryn Kaminski, who coined the term crisis alpha, examines the evidence.