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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Is LDI fit for purpose?

An LDI approach, which included a large allocation to bonds and a lot of internal investment management, helped HOOPP survive the GFC and has served it well for the past 13 years. But now – with the COVID crisis and a very low interest rate environment – that approach is being revisited and the fund is looking to invest more in alpha generating assets, and external management.

Students show how to integrate impact

As impact investing gains momentum, the winning entries of a McGill University international investment challenge have shown the pension industry a thing or two about how to holistically tackle a triple mandate that includes impact.

Climate problem and industry ownership

Tim Hodgson, co-head of the Thinking Ahead Group, goes through an elaborate exercise to determine how much of the climate problem the institutional investment industry owns. The first step, he says, in finding a solution.

Scenario analysis tool predicts U-shape

A U-shaped recovery is the most likely economic outcome in the US for the next two years, but stagflation has a higher than anticipated chance of occurring according to a new paper about scenario analysis co-authored by State Street and GIC researchers. The study revolutionises scenario analysis by reorienting it towards a path.

Infra models under the spotlight

A nuanced environment for modelling cash flows and discount rates in infrastructure comes at a time when pension funds globally are looking to invest more heavily in the asset class. So what should investors be looking out for?

China needs to play TCFD catch up

To meet China's net zero pledge, the world’s largest emitter of CO2 will need to radically reshape its entire economy to stand any chance of reaching this target. The financial sector will be a crucial part of this transformation.

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