Strategy Currencies: The investment theme of the next decade?
A wind of change is blowing on the international monetary system, which could start a new chapter of its history. Investment Strategy Specialist at ING Investment Management, Vincent Juvyns presents current issues and explains how they can be an investment (...)
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Strategy The index revolution (finally) comes to hedge funds
One common knock on factor models is that they “replicate only beta” – not the pure alpha gold that allocators seek. This critique pre-dates the appreciation of factor rotations. Outside of some ivory tower statistics class, no one questions the “alpha” generated by, for (...)
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Strategy VARPS: 2019 Update
GAM Investments’ Tim Love reflects on the performance of his frontier market plays, Vietnam, Argentina, Romania, Pakistan and Saudi Arabia (VARPS) so far this year and discusses the investment opportunities and risks associated with these (...)
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Strategy CTAs add value in the new correlation regime
With bond yields facing upward pressures as the global economy heats up, finding diversification across traditional asset classes has been increasingly difficult. Equity valuations, which were propelled by low interest rates in the past decade, are vulnerable in the face of (...)
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Strategy Forex, a value added in an allocation between real and financial assets
The foreign exchange market (Forex) is not an extra asset class but all asset classes together in the same market. It can be a real source of diversification and performance subject to a systematic, disciplined and rigorous (...)
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Strategy Impact investing: Think long term, act now
ESG compliance or financial performance? While this may have been a choice in the past, today the point is obsolete. By recognizing the impact of our investments, we have taken an important step forward as we seek to reconcile responsibility and returns, and strike a balance (...)
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Strategy Managed futures strategies
This type of strategy is based on a simple idea: try to take advantage of an exposure on futures contracts («Futures») with the underlying being a financial instruments or a commodity ...
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Strategy Hedge fund positioning ahead of U.S. Elections
If past elections provide any guidance, prospects for a Trump reelection look slim. History suggests that a second term reelection almost always requires strong growth. In most past election campaigns, polls did not materially shift after (...)
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Strategy Investing during market turmoil
The idea that considers equity investing as long term has simply become absurd nowadays and has been so during the last 10 years. Let us be reassured. Opportunities will still be around. The only real question nowadays is how to allocate between real assets and financial (...)
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Strategy Are L/S Equity Managers playing the European Recovery?
Economic prospects in Europe are noticeably improving. The new wave of virus infections since late fall 2020 led to tighter mobility restrictions, which delayed the European recovery. High frequency indicators suggest economic activity was down around 20% from normal over (...)
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Strategy Investing in growth stocks
For an investor, investing in growth stocks can be a particularly wise choice over the long term. But it can also be a useful tactic within a portfolio diversification strategy, particularly if the companies adhere to certain ethical criteria. This responsible investment (...)
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Strategy Japan Could Win a Medal in the Recovery Race
A strong manufacturing base and changing attitudes toward shareholder value could mean the world’s capital heads to Japan, even if the world’s sports fans cannot. The analysis of Erik L. Knutzen, CFA, CAIA, Chief Investment Officer—Multi-Asset Class, Neuberger (...)
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Strategy Targeting positive returns in an uncertain climate
A decade after the financial crisis, the uncertain economic conditions it ushered in are starving Europe’s investors of returns. We believe this makes our approach to long/short equity investing more valuable than (...)
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Strategy How are hedge funds positioning after the market correction?
L/S Equity managers have decently navigated these markets, generating small positive alpha (especially on their short positions) but their implicit stance is diverging across regions. U.S. managers detracted only marginal alpha. They maintained their modest overall exposures (...)
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Strategy Swiss Re among first in the re/insurance industry to integrate ESG benchmarks into its investment decisions
Swiss Re announced that it has already consistently integrated ESG considerations into its investment process since the start of 2017.
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