Linda Gruendken: Cycling in Cambridge and the randomness of markets

I chat with Linda, the lead scientist from GAM Systematic CANTAB, and recently named as one of the top 50 women in the hedge fund industry. We have a fascinating conversation about the difference between quant and systematic approaches, and the vast uncertainty of financial markets. We talk about the usefulness of machine learning models and the critical role that investment horizon plays.

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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Inflation/deflation continuum can plot holes

This paper by RogersCasey’s Ryan Dembinsky and Srivatsa Kilambi demonstrate the “inflation/deflation continuum” is a way of assessing an investment program’s vulnerability to the dual threats, and competing forces, of inflation and deflation. The paper presents a framework whereby investors can plot their existing asset classes and assess where there may be holes. mrec4inarticleinline Sponsored

US funds look for more protection offshore

The trend away from US equities and various fixed interest products as interest rates risks increase is expected to continue, according to the latest Global Asset Flows Review from eVestment Alliance and Casey Quirk. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

More beta, fewer managers, improves portfolio efficiency

A truly diversified portfolio will have 15 separate asset class allocations with an emphasis on beta opportunities and little to no reliance on active management, according to a Towers Watson’s model. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

UK election could trigger rating downgrade

UK pension funds should brace themselves for bad news after today’s election – no matter what the result – if the country’s credit rating is downgraded. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Behind ABP’s strategic investment plan

APG, which manages investments for Dutch pension funds including the giant ABP, has finalised its strategic investment plan for 2010-2012. Amanda White spoke to managing director of strategic portfolio management, Ronald Wuijster, about why there is a continued trend to diversification away from developed market equities and how the portfolio construction methodology has altered. mrec4inarticleinline

Private equity hurting from the boom

No matter what they say, private equity managers will struggle to deliver stellar returns from the vintages of the global recession. Simon Mumme speaks to Jane Welsh, global head of private markets research at Towers Watson, about why the glut of capital committed to private equity in its heyday could depress future returns. mrec4inarticleinline Sponsored

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