I chat with Christina about her experiences starting her own firm dealing with high frequency trading strategies, and her observations about how high frequency strategies have evolved, where they are now, and where they may be going in the future.
NZ Super cuts benchmark return expectation on US valuation concerns
A view that the US stock market is overvalued and equity risk premia will be lower over the long term has driven New Zealand Super to lower the return expectations for its reference portfolio following its recent five-yearly review of the benchmark. Co-chief investment officer Brad Dunstan also flags underweight commodity exposure as an area to address and explains why the fund remains sceptical of illiquidity premia despite seeing a growing case for private markets.
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Inflation in 2010 and beyond
The second paper by AQR examining inflation considerations in institutional asset allocation finds an equal risk-weighted portfolio performs better on average and is less dramatically affected by individual inflation and growth scenariosmrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
AP1 doubles alternatives
The Swedish AP1 will nearly double its alternatives allocation in the coming months with plans to invest up to $1.5 billion in hedge funds for the first time.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Hewitt Ennis Knupp nuptials redefine consulting
The acquisition of Ennis Knupp by Hewitt Associates, which will see the retirement of its founder Richard Ennis, is a defining moment in the investment consulting world, as clients demand the closer alignment of liability and asset management and greater attention to alternative asset research. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Ahoy! Opportunities in dock for shipping investors
Investing in ‘distressed shipping’ is a variation of the current capital scarcity theme, Mercer says. (click on the photo for more…)mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Systematic rebalancing is not necessarily best way to go
The value of systematic rebalancing of portfolios to bring them back closer to strategic allocations has been questioned in new research by Morgan Stanley.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
If macro is back, who you gonna call?
Is stock picking dead? Fiduciary investors should be starting to wonder, given the cross-sectional volatility of markets over the past three years. But this seems counter-intuitive. Managers have told us we are in a “stock-picker’s paradise”.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
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