Systematic

It is more important than ever that hedge fund investors are able to distinguish genuine responsible investment managers from those that greenwash. In this article, we outline what we believe is best practice when assessing an investment manager’s RI credentials.

Both the drawdown and margin usage of the beta component of portable alpha strategies can be improved through the use of active risk management techniques.

FAANGM stocks are trading at extraordinary multiples, leading some investors to suggest they have hit bubble territory. What has happened historically when stocks reached these stretched valuations?

Why it might not make sense to invest in well-run companies: a deep dive into the Quality factor asks whether growth at any price has changed investing forever.

We consider the history of 60/40 and how the strategy can be adapted to respond to a world where both of its performance drivers – bonds and equities – appear expensive relative to the past.

Using a combination of risk-based portfolio optimisation and dynamic risk-management, it is possible to construct an equity replacement strategy, which shows better risk-adjusted performance and tail characteristics than the MSCI World Index.

We investigate some best practices around liquidity risk, with a focus on: a risk management toolkit needed to monitor, analyse and control liquidity risk; the limitations of these tools; and how investors can address these limitations.