PIMCO, GIC Test A Systematic Approach To Emerging Markets

As quantitative investing has evolved, researchers have looked to design systematic strategies for increasingly complex and illiquid asset classes. One area that has remained relatively untouched by quants is emerging markets. Researchers at PIMCO and GIC decided it was time to change this. In honor of the Singapore sovereign wealth fund’s 40th anniversary and the Newport Beach-based asset management giant’s 50th anniversary, researchers at the two institutions came together to publish a new framework for systematic emerging market investing. EQDerivatives’ Elinor Comlay reports.