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.
The ‘space economy’ is a legal and literal vacuum for investors
The looming SpaceX IPO has put the spotlight firmly on the so-called ‘space economy’, but asset owners have been urged to exercise caution about investing in a sector that still resembles the wild west, with no legal or governance framework to protect capital. That’s not to say money will not be made, but it might not be in the areas investors first expect.
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Climate change expert upbeat on post-Copenhagen opportunities
Global head of climate change investment research at DB Climate Change Advisors, Mark Fulton, has a contrary view to most observers, post-Copenhagen. He spoke to Amanda White about the climate change market and the asset allocation implications for investors. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
ATP’s split portfolio
The performance of the hedging portfolio and a 43 per cent allocation to interest-rate sensitive bonds in the investment beta portfolio of the DKK352 billion ($65 billion) ATP were the main contributors to the group increasing pension reserves by one third last year. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Ibbotson reveals the ABCs – alphas, betas and costs – of hedge funds
Hedge funds, in aggregate, have generated positive alpha in the past 11 years. This finding, made by Roger Ibbotson, founder of Ibbotson Associates and Professor of Finance at Yale University, proves the strategies can resist powerful market declines but often fall short of providing absolute returns to investors. He spoke with Simon Mumme about the
CalPERS rates reputational risk above investments
Risk to reputation is more important than risk to investments according to a survey of internal staff at CalPERS completed as part of its governance/risk management initiative. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Ibbotson says Brinson ‘not quite right’ on returns
Portfolio specific asset allocation policy and portfolio security selection, timing and fees contribute equally to the variation of portfolio returns according to new research by Professor Roger Ibbotson of Yale School of Management, progressing earlier work by Brinson et al which attributed more than 90 per cent to asset allocation. mrec4inarticleinline Sponsored Content scnative1
CalSTRS expands active/passive decision making
CalSTRS will double the ranges of its active/passive global equities allocations in a bid to enable investment staff to allocate funds tactically across active and passive rather than be forced to rebalance to strategic asset allocations. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
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