Voya Investment Taps Equity Factors, Rate Volatility To Power Portable Alpha Strategy

Apr 23, 2025

News category: Alternative Risk Premia

7IM Cuts ARP Exposure To Fund Bonds

Oct 27, 2023

Seven Investment Management, with GBP9 billion in assets under management, has reduced exposure to alternative risk premia to fund additions to government bonds. This investment decision was prompted by the recent rise in bond yields.

State Plan Approves Multiple Managers In Absolute Return Search

Sep 26, 2023

The USD104 billion Iowa Public Employees’ Retirement System is in the final stage of choosing absolute return managers to add to its portable alpha strategy.

Trend Is FOMO Quantified - Sunday Roundup, September 10 2023

Sep 10, 2023

Trend following is the most well-known flagship systematic style. So as I was working through the recordings from Australia EQD this week, it wasn’t surprising to hear conversations and questions about investor appetite for trend strategies filling the room in Sydney. There were comments about its recent slowdown and how to offset the lows. The

Institutional Investors Eye Commodity Vol Carry: Australia EQD

Sep 7, 2023

Institutional investors are seeking the benefits of commodity volatility carry strategies that sell vol aiming to capture the positive differential between implied and realized volatility, Faheem Osman, managing director and global head of QIS structuring at Macquarie, told attendees at Australia EQD in Sydney on August 31.

Addicted To Risk, A Tale Of Many Pensions - Sunday Roundup July 30, 2023

Jul 30, 2023

Equable’s 2023 State of Pensions report opened a bit of pandora’s box this week with its report showing that pension funds have more money in alternative investments than at any point, both in dollar terms (USD1.63 trillion) and in share of asset allocations (34%). Equable’s Anthony Randazzo and Jonathan Moody went as far as to say that institutional investors are in a state of addiction to risk assets.

Oregon Pension To Diversify Factor Exposure In Equity Portfolio

Jul 24, 2023

The Oregon Pension Employees Retirement System has plans to diversify its risk premia strategies to represent a more multi-factor approach, decrease tracking errors and reduce active portfolio risk for its public equity basket, according to presentations at a July 19 meeting of the Oregon Investment Council.

Too Hot To Handle - Sunday Roundup, July 23, 2023

Jul 23, 2023

If it looks like a bull market and smells like a bull market, surely it must be a bull market? Stocks have defied all gloom warnings this year, charging into a bull run and forcing traders to flock to bullish options to play catch-up. Tech stocks are climbing rapidly*, spilling into meme stocks. Equity euphoria

7IM Tweaks Intraday Trend Allocations

Jul 20, 2023

London-based Seven Investment Management, with GBP9 billion in assets under management, is making some changes to its intraday trend allocations to improve diversification. “We’ve added slightly to intraday trend following on the Nasdaq as an underlier [to] diversify our core holding in intraday trend following on the S&P 500,” said Matthew Yeates, deputy chief investment officer. This comes as the rise in equities has been more pronounced in tech equities, he said.

BBVA AM Attributes Returns To ARP

Jul 19, 2023

Alternative risk premia strategies have contributed significantly to BBVA Asset Management’s performance so far this year. Jaime Martinez, global head of asset allocation at BBVA in Madrid, declined to give specific figures but said all portfolios invested in risk premia mandates are up year-to-date. BBVA AM invests EUR3 billion of its EUR110 billion assets under management in alternative risk premia strategies.

GAM Cuts ARP Strategy

Jul 14, 2023

GAM has closed its alternative risk premia strategy. A spokesperson for GAM Systematic said the decision follows industry reforms in the Australian market which has led to clients adjusting asset allocations away from ARP strategies and lowering assets under management.