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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The case for leveraged loans

Leveraged loans are the senior-most debt obligations of non-investment grade corporate borrowers and are an attractive source for uncorrelated returns, argue David Frey and Julian Qin, of Highbridge Principal Strategies.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

In defence of hedge funds of funds

Funds of funds, particularly hedge funds of funds, have suffered outflows in recent years as pension funds reassessed their cost alongside risk and return characteristics. The conventional wisdom is that all types of FoFs are at death’s door.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Ethics differentiate us: CFA Institute

The certificate one gets upon qualifying as a Chartered Financial Analyst (CFA) is so large that, apparently, only one printer in the world is set up to produce it.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

The big issues for pension funds in 2011

Mercer Investment Consulting has published its predicted top trends for pension funds in 2011. With continued economic uncertainty around the world, Mercer expects further tight credit markets, a re-evaluation of the equity risk premium, concern about currency risk, and further allocations to emerging markets.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Cambridge to lift Asian presence with Beijing office

Cambridge Associates, the US-based asset consultancy, is to open a Beijing office – its third office in the Asia Pacific region – and is sending a private equity specialist there from London.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

As themes take hold: the trick is not to pay too much

Thematic investment strategies are easy enough to understand but not so easy to implement. The curse of the thematic manager is the curse of overpaying.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

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