Scott Treloar: Skiing in Singapore and how to quantify investor skill

I chat with Scott, the CEO of Singapore-based Noviscient, about shape of the hedge fund industry and how to create better systematic allocation to funds using machine learning techniques. Reflecting on his career in Deutsche Bank in Asia and running his own statistical arbitrage fund, we discuss the pragmatic applications of quantitative methods and the use of AI in society.

Nothing on this podcast is to be considered investment advice or a recommendation. No investment decision or activity should be undertaken without first seeking qualified and professional advice

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Aware Super maps AI exposure as it sharpens whole-of-portfolio risk focus

Aware Super maps AI exposure as it sharpens whole-of-portfolio risk focus

Australia’s third-largest pension fund Aware Super is taking stock of its investment exposure to AI and the initial analysis suggests at least 15 per cent of the fund’s assets are exposed to the thematic. In a project deep dive, head of investment strategy Michael Winchester says finding the portfolio's true concentration around AI will require looking beyond simple dollar aggregation.

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CalPERS: Lessons from CIO departure

The CalPERS board is considering whether to require a new CIO to transfer all of their personal stock holdings into a blind trust while they are a CalPERS' employee. The move follows the resignation of Ben Meng as CIO last year after an ethics investigation related to some of his personal investments.

CFA’s future of sustainability

A huge survey by the CFA Institute of more than 7,000 industry participants has found 85 per cent of CFA Institute members now consider ESG factors in their investing, but it also reveals a big gap in the required skills, data and culture around ESG. Rebecca Fender explains.

Avoiding the pitfalls of ESG scores

Academic research has underlined that ESG scores are not able to guide issuers or investors concerned with social welfare and environmental sustainability. Erik Christiansen discusses why ESG screening is a better alternative to ESG scores.

Previ invests abroad as pandemic bites

Brazil's largest pension fund has been planning to invest more overseas for a while. Now economic travails in its home market due to the pandemic have stepped up the pressure to diversify.

Alecta sees real estate opportunities

Alecta’s head of real assets Axel Brändström took the helm a year ago. Charged with building out the real estate allocation in one of the most tumultuous years for the asset class on record, his eye is on e-commerce opportunities and allocations to assets not linked to GDP.

How to avoid funding treason

The siege on the US Capitol has revealed asset owners may be investing in companies that work with or fund extremist groups. To protect their organisations, their stakeholders, and their savers from such risks, asset owners should consider revising their ESG frameworks to include disclosure and accountability policies on corporate political spending.

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