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.
In Search of Temperament IV – Self-Awareness and Self-Control
This is the fourth part in a series on the ideal investor temperament. So far, we’ve examined curiosity and flexibility, contrarianism and patience. In this post, we’ll consider Self-Awareness and Self Control. Jim Paul’s life story and the lessons that he learned will be our guide. I recently finished reading What I Learned Losing a […]
The Pain Premium
Most investment strategies today are based on the idea that investors get paid to take on greater risk (for example, small caps) or on the existence of a return driver that can deliver above-market returns (for example, momentum). The validation of these strategies is usually dependent on the culmination of two key elements. One, there […]