Saeed Amed: The New Age of (data and research) in FX and Macro

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. 

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Global instos collaborate on measuring water risks

Norges Bank Investment Management is leading a consortium of more than 130 institutions globally in a disclosure project aimed at providing investors with a comprehensive assessment of the water risks of the companies they invest in. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Wilshire survives and retains CalPERS consulting tender

Wilshire Associates has survived another competitive tender, trumping RogersCasey in the interview scoring process to retain the position of CalPERS’ lead general investment consultant, a position it has held since 1983. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

New Jersey leads flight from equities

The New Jersey Division of Investment, which manages the $67.3 billion in state pension funds and was the best-performing US fund last year, has made some dramatic changes to its asset allocation in line with its objective of relying less on public equities for returns.

Pension funds unite: you can double returns

Paul Woolley insists that he is pro market forces; he is not some sort of Trotskyite. A cursory glance at some of the research work he is either doing or financing might prompt scepticism. But this urbane Londoner who established the top-shelf GMO quant shop in Europe is mainly concerned about inefficiencies and mispricing. And

Study links executives’ pay and behaviour

This research, commissioned by APG (the investment division of ABP, the €208 billion Dutch pension fund), examines the published literature on the link between remuneration and executive behaivour. It was conducted by the London Business School. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

What investors really want

While the models of expected returns are evolving, they still do not recognise the role of expressive and emotional characteristics. In this guest editorial in the Financial Analysts Journal, Meir Statman, Glenn Klimek Professor of Finance at Santa Clara University, California, proposes including characteristics such as affect, social responsibility, status and patriotism in models of

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