Danske Bank Tweaks Quant Framework, Considers AI Signals

Danske Bank Asset Management is tweaking its quantitative framework as a way to be more nimble in the current market environment. Aleksander Koldborg Tetzlaff, a portfolio manager on the firm’s multi-strategy cross-asset hedge fund mandate, said the fund is very agile and dynamic in its risk taking and has a very strong quantitative framework for assessing various premia. “The next big step, or opportunity, for us is to add to our dynamic capabilities,” Tetzlaff said during an interview at Europe EQD. He highlighted the possibility of incorporating nonlinear signals from artificial intelligence.