AP3 Quant Portfolio Likes Defensive Strategies To Tackle Market Fragility

Elena Westerdahl, senior quantitative analyst at AP3, a Swedish pension fund with over USD55 billion in assets under management, is taking a defensive stance on the year ahead. In the current environment, Westerdahl is constructive on currency multi-factor strategies along with various carry strategies, equity dispersion as well as curve strategies to cope with potential fragility events.