Guillaume Dupin: Derivative strategies and non-linear payoffs
How can investors identify the markets, asset classes and instruments most impacted and capture and risk-manage the opportunities?
Views from the consultants: manager reviews, diversification and new ideas
The period of subdued volatility followed by COVID-19 caught many systematic and discretionary managers off guard. What strategies outperformed and where is extra due diligence required?
Aron Pataki: Investing by thematic: deciphering the trends
How should investors allocate during a time of converging signals of uncertainty that call into question the recovery of the global economy?
Lincoln Smith: Hedge funds and alternatives overview
As investors review the previous 12 months what have been the underlying performance drivers, how should the dispersion in outcomes be interpreted and what the strategy forecasts suggest for 2021?
Manager partnerships, alternative strategies and absolute returns
The role of an absolute returns’ portfolio is unique to each asset owner with each portfolio having a unique composition of idiosyncratic returns uncorrelated to traditional asset classes
Dwight Scott: Fear and reality: separating the fact from the fiction in credit markets
Has global fiscal and monetary policy changed the expected market behaviour temporarily or structurally?
Erik Schiller: Structural inefficiencies and relative value fixed income
Where are the opportunities most likely to persist and how effective are these strategies in delivering uncorrelated returns while constraining downside risk?
Sanjiv Kumar: Machine learning and improving the investment decision making process
Machine learning and AI can assist in understanding the evolutionary nature of markets but are there models dynamic enough to capture data-generating processes, allocate risk and position portfolios?
Panayiotis Lambropoulos: Risk mitigation, portfolio construction and alpha seeking
It is no longer fun to be a macro strategist, or is it?
Matthew Andrews: Word from the street: CLOs, distress and the real economy
What is this alchemy in the market that prices appear to reflect cognitive biases that normalcy in the economy will return so soon?
Pablo Calderini: Macro investing in a world of de-globalisation
In this fragile market environment, what is the role of systematic and discretionary for macro investors?
Hardest hit unlisted assets present longer-term opportunities: Sunsuper CIO
Emerging evidence has helped funds refine their scenario planning to get a better feel for how investments will perform, according to Ian Patrick, who is considering a number of factors including lock down time frame changes and societal shifts in his forward economic and asset value assumptions.
