Quantitative strategies are proving to be a powerful tool for diversification in fixed income portfolios, offering portfolio managers access to new sources of alpha while enabling efficient decision-making, according to Patrick Duplessis, fixed income portfolio manager at Trans-Canada Capital Inc. Speaking at the Canadian Investment Review’s 2024 Investment Innovation Conference, he described quantitative strategies as rules-based, […]
When investment managers combine the inside view with the outside view, they make better decisions when it comes to choosing equities, according to Peter Stournaras, head of the integrated equity group at T. Rowe Price Group Inc., during the Canadian Investment Review’s 2024 Investment Innovation Conference. “The combination of the two is better than either individually,” he […]
The evolution of cloud computing, artificial intelligence and data availability will disrupt and upend the entire asset management industry, said Neil Constable, head of quantitative research and investments at Fidelity Investments, during the Canadian Investment Review‘s 2023 Investment Innovation Conference in November. “Yesterday’s alpha is today’s beta [and] today’s alpha is tomorrow’s beta,” he said, noting asset […]
The traditional worry about the rise of passive investment is that it will result in less informed asset pricing in the market overall. A new paper digs into how this rise of passive or quantitative investing impacts the efficiency with which firms are run. Less active management means fewer investors are seeking out mispriced securities […]
The traditional worry about the rise of passive investments is that the trend makes for less informed pricing of assets in the market overall. Less active management means fewer investors are seeking out mispriced securities and bringing them better in line with reality. This can cause negative real-world effects, the most simplistic of which is […]