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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NZ Super cuts benchmark return expectation on US valuation concerns

NZ Super cuts benchmark return expectation on US valuation concerns

A view that the US stock market is overvalued and equity risk premia will be lower over the long term has driven New Zealand Super to lower the return expectations for its reference portfolio following its recent five-yearly review of the benchmark. Co-chief investment officer Brad Dunstan also flags underweight commodity exposure as an area to address and explains why the fund remains sceptical of illiquidity premia despite seeing a growing case for private markets.

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Hong Kong may list RMB financial products

Investors may soon be able to invest in RMB-denominated ‘financial products’ on the Hong Kong stock exchange, which could also be a boon for the big global ETF providers.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

SuperStream could save $20 bn: Ernst & Young

The $20 billion prize, provides a blueprint for implementing the Cooper Review-proposed SuperStream concept.

European pension funds skittish as more pain looms

European investors – and probably many others – are “understandably skittish”, according to Mercer Investment Consulting, as the risk of a double-dip recession has increased modestly, the consulting firm says in its latest medium-term valuation review.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

European pension funds skittish as more pain looms

European investors – and probably many others – are “understandably skittish”, according to Mercer Investment Consulting, as the risk of a double-dip recession has increased modestly, the consulting firm says in its latest medium-term valuation review.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Thematic opportunities from some amazing stats

Consider this: the first human being – probably a white woman – will live beyond her 125th birthday within the next 20 years. Imagine the implications for her pension plan.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

New master custody services part of CalPERS’ master plan

Requests For Proposals (RFPs) for a master custodian and a replacement risk management system are priorities for CalPERS as it undertakes a systems and controls strategic initiative this financial year. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

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