Systematic

Chinese onshore listings offer similar historical performance, more balanced sector profiles, brighter earnings prospect and potentially fewer regulatory headwinds than their offshore counterparts.

New tools can address the responsible investment challenges faced by systematic macro managers. Could we be heading for a future where systematic investing doesn’t compromise on ESG?

With the application of hedge fund and risk management techniques, we show that it is possible to improve both the returns and risk properties of traditional 60/40 portfolios.

Three categories of risk mitigating techniques can be employed to build portfolios that have similar risk characteristics to traditional portfolios, but with improved returns: volatility targeting; momentum overlays; and bond / equity correlation triggers.

We demystify the inner workings of an exchange by working with a simulator which replicates the matching engine.

To understand risk, you have to understand the common metrics used to measure it.

We provide an overview of the growth of alternative data in China and the need to use local proxies instead of more established global alternative data providers.

A look at how the increasing use of complex data by quant credit strategies may drive faster and deeper integration of ESG into the fixed income markets.