‘Lucking Up’ – until beta fails

Throughout the last decade, barring the most recent COVID-19 sell off, holding equity beta exposure would have been a tremendous strategy. The US equity market delivered a Sharpe ratio of ~1, with most all other asset class benchmarks trailing. At the same time,...
Extracting the news(worthy) from the noise

Extracting the news(worthy) from the noise

Global central banks laboured under increased scrutiny following the Global Financial Crisis (GFC) of 2008. Having embarked on extraordinary monetary policy experiments, it followed that considering shifts in prevailing central bank policy, and extrapolating any...
Extracting the news(worthy) from the noise

On business cycles… and when trend following works

The US just celebrated its longest economic expansion on record, with markets and policy makers anxious about a slowdown in global growth. Given any likely slowdown, investors may want to allocate more to defensive strategies in anticipation of a shift in the economic...
Extracting the news(worthy) from the noise

Packed in like sardines

How crowding in trade flow can adversely affect execution costs Alternative Risk Premium strategies have received investor attention over the past few years and consequentially assets allocated to these strategies have increased. This, in turn, has given rise to a...
Extracting the news(worthy) from the noise

The what, why, and decisively, the how of ESG investing

There is a common line being dragged through financial literature on the ever-increasing importance of ESG investing, to what extent it is primed to alter the investment industry, and how managers and investors should prepare for this ‘mega trend’. The line has become...

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