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.
Future Fund: AI world order defined by US-China split will hurt capital owners
A geostrategic standoff between the US and China over AI would be “extremely damaging for capital owners” according to the Future Fund, Australia’s A$337 billion ($237 billion) sovereign wealth fund, which outlined four “secular scenarios” around AI and its investment implications.
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Sovereign Development Funds: designing strategic investment institutions
The hunt for alpha is leading traditional investors toward more innovative strategies and operating models. And, significantly, one potential source of inspiration for long-term investors has come from an unconventional place: the community of sovereign development funds (SDFs). In this paper academics from Stanford University provide readers with analytical frameworks that can assist in the
Do long-term mandates produce better results?
About 11 years ago, the Towers Watson’s Thinking Ahead Group came up with the concept of investors appointing managers for 10-year mandates. The consulting arm then started talking to clients about it in 2004/05 and the early mandates have now matured. So did it work? Do longer-term mandates produce outperformance, better behaviour and more security?
Beyond backtests: considering the robustness of smart beta
Systematic equity investment strategies – so-called smart beta strategies – are usually marketed on the basis of outperformance. However, it is important to recognise that performance analysis is typically conducted on backtests that apply the smart beta methodology to historical stock returns. Concerning actual investment decisions, a relevant question, therefore, is how robust the outperformance
Five things about maximizing factor investing performance
Although factor investing is becoming more popular, there are still plenty of questions surrounding the concept and its implementation. In Europe, the US and Asia, it is a widely debated strategy within the professional investment community. Investors are attracted by the prospect of greater diversification, higher returns and lower risk. What should investors know in
Capitalising on institutional co-investment platforms
Co-investment is often perceived as referring to institutional investors investing alongside their external asset managers in companies, but increasingly it refers to investment responsibilities being shared among peer investors, as long-term institutional investors are forming co-investment partnerships with the specific objective of deploying capital collaboratively into attractive investment opportunities. These collaborative partnerships seem to be an
GRESB infrastructure launch
A new infrastructure sustainability benchmark has been developed by a group of eight institutional investors, alongside GRESB, to enable systematic evaluation and industry benchmarking of the sustainability performance of their infrastructure assets. Despite large and widespread allocations by Canadian and Australian pension funds to infrastructure, institutional investors globally do not have large allocations to
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