by Steven Quimby | Jul 13, 2022 | Asset Management, Portfolio Construction, Process Alpha
Have You Considered Running a Center Book? Multi-manager and multi-analyst fund management organizations generate a huge amount of asset selection information with the potential to add alpha to the firm, but few truly maximize the value of that information in the...
by Richard Waddington | May 18, 2022 | Asset Management, Portfolio Construction, Position Sizing, Risk Management, Stocks
Portfolio Managers need to balance many competing objectives and constraints while expressing their views across a large number of assets. This is a complex problem and it is hard to find a way of showing that the solution (the invested portfolio) meets these...
by Steven Quimby | Mar 8, 2021 | Asset Management, Portfolio Construction, Process Alpha
The 3 Cs for Setting Portfolio Constraints Summary: Many fund managers have bad experiences using systematic portfolio construction tools because they ask the wrong question. Without a well-defined portfolio construction problem definition they end up with a...
by Steven Quimby | Feb 5, 2020 | Asset Management, ORS Systematic Thematics, Portfolio Construction
ORS Systematic Robotics Portfolio Summary: Systematic portfolio construction techniques can help institutional investors build better thematic investment portfolios. In this example we create a long-only Robotics portfolio using the Sherpa Systematic Process and...
by Steven Quimby | Feb 5, 2020 | Asset Management, ORS Systematic Thematics, Portfolio Construction
Thematic Investing Opportunities Thematic investing strategies continue to grow in popularity, with increasing attention, fund launches and assets under management. In the US, thematic ETFs saw $615mn inflows in Q3 2019 against $756mn in outflows. Singapore, Sherpa’s...
by Richard Waddington | Oct 14, 2019 | Asset Management, Process Alpha
AI, IA and AM: Robots for Asset Managers Everybody has heard about Artificial Intelligence, or A.I. However for asset managers I.A., or Intelligence Augmentation, is far more important. A.I. has long been part of the public consciousness, more due to Sci-Fi than...
