I speak with my a great voice of independent research in London on the topics of using alternative data for FX and macro research for quantitative strategies. We talk a lot about Saeed’s well known work in macro-economics, in FX research, as well as his well known and regarded book.
Silver is the new gold: France’s UMR targets opportunities in ageing economy
French pension organisation UMR has launched a multi-asset thematic program that will target opportunities in Europe’s ageing economy. It’s part of a broader strategy to increase diversification in private markets where it sees secondary markets as an increasingly important tool.
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TRS defends struggling risk parity allocation for now
A recent board meeting at TRS discussed challenges in the $11 billion risk parity allocation. However, predicting stymied economic growth and continued inflation ahead, the asset class is likely to do better going forward
The best of 2022
In 2022 we introduced some new projects aimed at providing a deeper understanding of best practice and driving the industry to produce better outcomes for stakeholders.
USS: Low leverage and US exposure helped navigate UK bond market turmoil
Speaking at USS’s 2022 Institutions’ Meeting, Simon Pilcher told stakeholders that the asset manager had navigated market turmoil in the UK bond market by having less leverage than peer funds and diversification, explaining USS also hedges inflation and interest rate risk with US bonds.
Landmark tech investment boosts Denmark’s Lægernes Pension
Denmark's Lægernes Pension has just completed a series of tech investments to further sharpen its investment processes. Michael Daniel Andersen, head of portfolio construction, believes natural language processing revealing what people are reading and researching will offer some of the most valuable new investment signals ahead.
Positive stock and bond correlation will make portfolios more volatile
Today's positive stock-bond correlation means balanced portfolios will be more volatile without the natural hedge that bonds have long provided to stocks.
Posting bonds not cash as collateral: Belgium’s KBC on LDI
Belgium’s KBC Pensioenfonds, the pension fund for the banking and insurance group, runs a large LDI programme. But unlike UK pension funds who had to fire sell assets to post margin during the recent gilt crisis, KBC can post bonds, not cash, as collateral.
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