Jim Creighton: Quant in the 90s and the AI reinvention

I chat with Jim, the former CIO of Barclays Global Investors on the history of quantitative investment, the myths of factor investing, and how machine learning can help solve difficult problems in financial markets. We touch on the future of AI and its use in the broader society – where are the opportunities and where are the potential threats?

Nothing on this podcast is to be considered investment advice or a recommendation. No investment decision or activity should be undertaken without first seeking qualified and professional advice

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CalPERS’ public and private equity reset shapes performance

CalPERS’ public and private equity reset shapes performance

CalPERS is continuing to reap the benefits of a sweeping overhaul of its public and private equity programs, with the two asset classes, which are the biggest components in the portfolio, powering a 14.8 per cent return for the $637 billion fund in the last reporting period.

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Specialised short positions challenge beta behaviour

Long/short funds with specialised short positions have greater beta convexity and present greater liquidity strain in rebalancing, according to new research by Morgan Stanley.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Danger signs surround quantitative easing solution

If the unavailability of credit is not the source of the US economy’s problems then the quantitative easing solution put forward by the US Federal Reserve could be ineffective at best, and at worst full of danger, according to broker and quantitative research firm, H.C. Wainwright & Co Economics.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Behind CalPERS’ alternative asset allocation decision

A desire to hedge the portfolio against extreme market risks and rising inflation, has resulted in the $220 billion CalPERS departing from its traditional asset allocation after a year-long review, and introducing the allocation of assets according to five broad groups.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Fear the Boom and Bust

With a festive tongue firmly in cheek, this video may provide a welcome smile at the end of a challenging year for many fiduciary investors. The global financial crisis triggered a revival in the popularity of interventionist Keynesian economics – but the free marketeers of Friedrich Hayek’s Austrian School won’t give ground easily. Here, Keynes

Agency risk at the fund level … and happy holidays!

If this is a time of year for reflection on a personal level, perhaps with some plans for self-improvement over the next year, whether it be more time with the family, get fit, etc, then it may also be a good time to consider the human element in the management of a fiduciary fund. mrec4inarticleinline

NEST broods on SRI choice

The UK’s National Employment Savings Trust (NEST) will offer members a socially responsible investment fund, one of the first investment decisions the trustee board has made as it finalises its investment strategy.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

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