Jessica Sier

Articles written by this Author 5

Absolute Returns Conference Digital 2020

Multi-asset investing taking on a new role: Vontobel’s Seiler

With savings plans failing to generate returns due to rock-bottom interest rates, Daniel Seiler from Vontobel Asset Management has predicted investors will begin to develop multi-asset portfolios rather than just cash, instead of just taking on straight equity exposure.

Jessica SierSeptember 17, 2020

Absolute Returns Conference

Finding ‘crisis alpha’ through systemic investing

Many may have argued central bank stimulus has destroyed trends and manipulated markets, but that doesn't mean new trends can't emerge, even if they are not as predictable, Kathryn Kaminski explains.

Jessica SierSeptember 16, 2020

Absolute Returns Conference

Relative value strategies in fixed income: PGIM’s Schiller on seeking catalysts

The investment team is using strategies in liquid fixed income markets to exploit valuation discrepancies between fixed income securities, like yield curve arbitrage, swap spread arbitrage, mortgage arbitrage, volatility arbitrage, and credit arbitrage.

Jessica SierSeptember 7, 2020

Absolute Returns Conference

Quants reset: Models adapt with a pandemic tilt

Quantitative investors using historical data to model the probability of what will happen in the future have spent this year retraining their models to understand how markets react during a global pandemic.

Jessica SierSeptember 2, 2020

Absolute Returns Conference

Deciphering the trend: Will the real ESG contenders stand up

Money managers wanting to take advantage of the clear global trend towards ESG models should look at those businesses willing to spend time and resources evolving and re-developing their business models, according to Newton Investment Management's Andrew Parry.

Jessica SierAugust 31, 2020