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Architect of Future Fund investment strategy resigns

A chief architect of the A$68 billion ($60 billion) Australian Future Fund‘s investment strategy will leave in two weeks to form a new business offering asset allocation and macroeconomic strategy advice to large fiduciary investors globally. Tony Day, who joined the Future Fund in its early days of 2007, said that at 44 years of […]
MICHAEL BAILEYJuly 21, 2010
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UniSuper’s specialist revolution for global equities

The A$25 billion ($21 billion) UniSuper is revolutionising its $4 billion international equities portfolio, terminating every active developed markets manager in favour of passively tracking the MSCI World, while alpha is sought among specialist regional and sectoral managers, with a listed technology mandate to be first cab off the rank. The chief investment officer of […]
MICHAEL BAILEYJuly 20, 2010
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Quants in need of a makeover

Quantitative investing needs to change, and should do so by scaling up to produce more proprietary data,  reducing excessive numbers of signals and becoming more “market savvy”, according to the global head of equity research at BlackRock, Ronald Kahn.
MICHAEL BAILEYJuly 19, 2010
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