Finding alpha in global macro
Hedge fund manager Asif Noor says there is still money to be made in global macro strategies despite the growing popularity of risk premia which have been winning assets and stealing alpha.
Nick Wade: Driving from Beijing to Paris and stories in risk modelling
In this fourth episode, we talk about risk modelling over the past twenty years, the importance of time horizons in capturing risk and the future for artificial intelligence in financial services and broader society.
VicSuper hits $3 billion sustainability target
The $24 billion fund has hit its investment target one year early as it meets eight of the United Nation’s 17 sustainable development goals.
AustralianSuper appoints new group executives
Australia’s largest pension fund has announced two new group executive roles with the appointment of Paul Schroder as the fund’s chief risk officer and Peter Curtis as head of finance and operations.
Insurers on the front foot in tackling mental health
With an increasing body of evidence that shows returning to work can play a positive role in recovering from illness and injury, insurers and employers are looking to early intervention strategies that begin before a claim is even lodged.
ASIC report slams poor TPD policies
The cooperate watchdog’s report into TPD claims has finally landed with ASIC applying a blowtorch to bad practices and products.
Time to revisit trend-following quants?
The quantitative strategies may be on the cusp of a rebound as the outlook for global economic growth becomes increasingly uncertain.
Monetising volatility spikes
Momentum trading, though struggling in recent years, should not be shunned as it has shown success over the long term and can be a source of alpha in times of market stress.
Absolute returns: Seeking diversification or alpha?
With absolute return strategies failing to deliver on their promise of “strong returns with low risk” many asset owners are re-thinking their allocations and restructuring their portfolios to add more alpha or risk.
Equip Super and Catholic Super join forces: Looking for more partners
Equip Super and Catholic Super have joined forces in a landmark $26 billion deal and signalled a willingness to link up with other superannuation funds.
Beware the gold rush to ESG
Billions of dollars are flowing into sustainable investments in what is being touted in the industry as the gold rush of ESG, but not all funds or strategies are created equal.
Costello says Future Fund ‘alert’ to market risks
Peter Costello said the board of the $165.7 billion Future Fund “remains alert” to growth and market shocks despite high allocation to risk assets.
