Lessons from Quantmageddon
A review of portfolio construction could help investors who got burned tracking the ‘Momentum’ factor in 2019.
Momentum investors took a massive hit in September 2019, which analysts at Nordic bank SEB dubbed ‘Quantmageddon’. Continue reading “Lead : The Momentum strategy : Dan Barnes”
Investors want to see simplified risk models and lower costs, creating the need for change.
Over the past few years, active asset managers have been under intense scrutiny for charging high fees but delivering disappointing performance. Passive funds have been the beneficiaries of inflows which has forced these buyside firms to up their game. They are not only having to re-evaluate their pricing structures and strategies but also talent pool and technology in order to enhance their investment decision making and operational processes. Continue reading “Industry evolution : Why asset managers need to become more systematic : Lynn Strongin Dodds”