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.
New Jersey’s $85 billion fund stockpiles cash, eyes PE secondaries
An underweight position across private markets, predicated on a view that geopolitics and inflation mean interest rates are not coming down any time soon, has positioned the New Jersey Division of Investment with plenty of dry powder and a cash position four times the policy allocation. It is now readying for opportunities in private equity secondaries and with emerging managers. Chief investment officer Shoaib Khan spoke to Top1000funds.com.
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Prof Rob Hyndman: Forecasting COVID, time-series, and why causality doesnt matter as much as you think.
We speak to Prof Rob Hyndman about the ideas around forecasting, COVID19, and why causality doesn't matter as much as it should.
Embrace a systems framework
COVID-19 has revealed some fundamental design flaws in our global economy, including the relentless pursuit of economic growth - not only at the expense of the environment but also at the expense of people. The investment industry has a role to play in fixing these design flaws. A systems framework for investing could be the answer.
Dislocated credit market opportunities
Credit opportunities within long-only fixed income, hedge funds and private markets are broad and likely to expand as the economic impact of COVID-19 is reflected in corporate earnings and balance sheets. This type of environment has historically led to investment opportunities for long-term investors across the credit spectrum. Investors seeking to benefit from credit dislocation should ensure that suitable portfolio allocations are in place.
Igor Halperin: On the application of reinforcement learning in Finance
Fantastic conversation with Igor Halperin around the application of reinforcement learning into forecasting problem, and the limits to data and understanding the world.
Building back better
For the economic recovery from the COVID-19 crisis to be durable and resilient, a return to ‘business as usual’ and environmentally destructive investment patterns and activities must be avoided. To avoid this, economic recovery packages should be designed to “build back better”.
Fiscal recovery packages and climate
As we move from the rescue to the recovery phase of the COVID-19 response, policy-makers have an opportunity to invest in productive assets for the long-term.
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