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.
Beyond asset classes: Active credit becomes the test case for Florida’s portfolio evolution
Florida State Board of Administration has built an active credit portfolio spanning public and private markets, CIO Lamar Taylor says the initiative could be the first step in a broader shift away from traditional asset-class investing towards a framework centred on return drivers and risk exposures.
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Responsible investing disclosures more transparent
The increased adoption of RI principles was clearly visible in this second iteration of the Global Pension Transparency Benchmark. Scores within the RI factor saw the largest year-over-year increase with the average score across all funds increasing by 6.9, so where were these increased scores most evident?
Funds need to evolve governance disclosures
While funds around the world do a good job of disclosing governance frameworks related to financial and investment risks, as revealed in the GPTB, but what is best practice for communicating governance around addressing large, one-off events such as the impact of COVID or war?
GPTB shows pension transparency improvement
The transparency of pension fund disclosures has improved in the past year across the 15 countries and 75 pension funds measured in the Global Pension Transparency Benchmark, a collaboration between Top1000funds.com and CEM Benchmarking.
Investors target slow climate movers including Berkshire Hathaway
Climate Action 100+ urges investors to apply more pressure for corporate action on climate change this proxy season. Investors such as CalPERS are targeting slow movers on climate like Berkshire Hathaway.
Why risk parity investors have lost faith
Denmark's Kasper Lorenzen, group CIO at PFA explains why he's lost his faith in risk parity.
The five characteristics of a future portfolio: CAIA
The traditional 60/40 portfolio allocation is no longer enough. The opportunity for alpha is not gone, but the low-hanging fruit has long been harvested, and the path toward higher absolute returns has gotten far more nuanced according to a new report from the Chartered Alternative Investment Analyst (CAIA)
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