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 twin forces rewriting the rules of investing
Portfolios built for the old world will be severely tested as emerging forces rewrite the rules of investing. The Fiduciary Investors Symposium heard that geopolitical and macroeconomic upheaval, together with the disruption wrought by AI, should force asset owners to rethink the structure and composition of portfolios.
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CalPERS’ absolute return mess
Wilshire’s annual review of CalPERS’ internal risk managed absolute return strategies (RMARS) has revealed a number of anomalies compared with its other global equity investments, including an over-reliance on quantitative tools and inadequate staff compensation incentives. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Swedish pension fund collaboration to influence local market
Four of Sweden’s national pension funds (AP1-4) have collaborated with another nine investors to form the Swedish arm of The Sustainable Value Creation, and have already begun surveying the top 100 companies on the NASDAQ OMX Stockholm regarding their governance policies and sustainable value creation. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Crisis will force private real estate to go public
Tight credit conditions in the US will diminish the private sector’s monopoly on residential and commercial property, driving assets into public markets and real estate investment trusts (REITs) loaded with cash from a spate of capital raisings. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Commodity investing: papering over the problems
As funds globally review their investment policies, investment consultants are now strongly endorsing commodity investment, with funds generally planning a staged 3 to 6 per cent strategic allocation into commodities. Writing exclusively for conexust1f.flywheelstaging.com, chairman of Mountain Pacific Group, Ronald Liesching, traces the history of commodity investing, highlighting the risks and benefits for pension fund
Michigan balances pension needs with the ultimate asset management portfolio
Heading into its asset allocation study next year, staff at the Municipal Employees’ Retirement System of Michigan are cognisant that managing pension fund assets does not necessarily mean building the ultimate asset management portfolio. Chief investment officer of the fund, Jeb Burns, spoke to Amanda White about the fund’s asset allocation including a recent increase
Russell changes tune on TAA
After a long history of opposition to tactical asset allocation, Russell Investments has not become a convert but is allowing for a “slower twitch” version of the discipline, says global chief investment officer of the consultant and multimanager, Peter Gunning. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
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