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
First State Super enters China’s Domestic Market Asset Owners, Emerging Markets, Equities First State Super sees opportunities in mainland China markets and has been awarded a QFII licence. Read More
The Problem with Factor Investing Asset Allocation & Strategy, Women in Finance Factor investing has seen a stellar rise in popularity in recent years, but Bev Durston, Managing Director of Edgehaven, says not all that glitters is gold. Read More
Seeking Opportunities from Climate Change ESG Building a sustainable future provides some good opportunities for emerging growth, Hermes’ Andrew Parry says. Read More
Survival of the fittest: How Indexing Will Save Active Management Asset Allocation & Strategy The vast inflows into passive strategies in the past few years might be exactly what the active management industry needs, Natixis’ David Lafferty says. 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
Validating Ideas Through Strategic Partnerships Asset Allocation & Strategy, Innovation Jeffrey Scott, former Chief Investment Officer of the Alaska Permanent Fund, speaks about how strategic partnerships helped him transition from a treasury role to a CIO. Read More
The Trouble with Measuring Free Stuff Economics, Fixed Income & Credit Critics have argued that classical economic measures fail to capture the growth and productivity of today’s technology-driven world, but what does the US Bureau of Labour Statistics think about this? Read More
