Iuliia Shpak, Systematic Strategies Specialist, provides a high level overview of the opportunities and challenges of applying machine learning to financial markets data.
Andrea Nardon, Head of Quant, takes a look at supervised machine learning. In this 20 minute video he illustrates what neural networks are, how they work, and whether it is possible to use one to predict the future return of a stock.
Machine learning is very powerful, allowing you to organise data sets and identify relationships that the human eye can’t see. But how can investors get the best from it? Join Andrea Nardon, Head of Quant, as he discusses: * The difference between AI and machine learning * Examples of the main types of algorithms and […]
Quantitative Analyst Ben Human discusses whether traditional indices really capture the benefits of investing in commodities, and if the risk premia often used in equities can also be applied successfully here.
Quantitative Analyst Ben Human examines ESG as a component within the quantitative investment process. He discusses: Whether ESG should be considered an alpha driver or an exclusion criteria; The effect of ESG on an emerging market equity portfolio; If ESG has any tilts towards other risk factors
Systematic Strategies Specialist Iuliia Shpak discusses some of our latest research findings on price dynamics, risk factors and the implications to commodities investment strategies.
Andrea Nardon, Head of Quant at Sarasin & Partners, tries to answer some of the most frequently asked questions about factor investing, including: Why has factor investing become so popular? Where should factor investing sit in an institutional portfolio? Can factor investing be applied to Swiss equities?
Head of Quantitative Investing, Andrea Nardon, examines an alternative theory of why systematic investing is proving so successful.
Ben Human, Junior Quantitative Analyst, talks through some of the points from his recent white paper challenging existing thinking on the price-to-earnings ratio in the UK large-cap market
Andrea Nardon, Head of Quantitative Investing, examines why low volatility investing has gained popularity in recent years.
Andrea Nardon, Head of Quant, explores whether smart beta is a passing fashion or a serious investment trend.
Head of Quant, Andrea Nardon, lays out the case for systematic investing.