Environmental, Social, and Governance (ESG) investing has been one of, if not the most topical strategies in the financial markets this year. While various forms of responsible investment have been utilized by asset managers for almost four decades …

As we enter the home stretch of 2021, we are struck by the notion that economic conditions might actually make fixed income interesting again! Coming from a market practitioner, this sentiment is a bit tongue-in-cheek …

View PDF | Print VersionOver the past decade, our research has taken multiple in-depth looks at the exogenous drivers of what we think of as “alpha availability” among active managers. Our original work focused on smaller AUM managers’ ability to deliver relatively...

The majority of equity indices ended down for the third quarter of 2021 though the S&P 500 put up a positive return for a sixth straight quarter. For most of the quarter, markets performed well against the background of easy financial conditions…

The Differentiated Income strategy is a yield driven approach that derives alpha from unique, and diverse income streams. Income/yield is enhanced through callable securities, optionality, security structure, and variable rate coupons.

Having introduced concepts in artificial intelligence and different types of machine learning (ML) models in our previous post, we will now discuss specific applications of machine learning in investment management, the benefits of using these models, and the challenges inherent in their use.