Journal of Systematic Investing

The EQDerivatives Journal of Systematic Investing (JSI) is the definitive venue that attracts and disseminates the latest academic and practitioner research in the space of systematic investing. As more assets become managed in a systematic manner, investment professionals seek to stay abreast of all the relevant academic and industry advances through JSI.

The JSI features theoretical and practitioner research from leaders in systematic investing worldwide. New opportunities sourced through innovative systematic solutions have arisen in recent years driven by changes in liquidity and market structure, regulation, the emergence of technology, among other factors. Furthermore, the performance of the traditional 60% equities and 40% bonds portfolio is being questioned, and with interest rates at a floor in many of the world’s nations and equity valuations remaining high, institutional investors are increasingly exploring new and novel systematic solutions across asset classes and market  to capture specific trends, source alpha and diversify portfolios.

The aspirations in launching the JSI is to encourage and promote thought-provoking research in systematic investing to cover not only equities but also the less-well researched asset classes of rates, commodities, fx and credit. The JSI will also unravel cross-asset factor allocation and outcome-orientated portfolio construction research, as well other areas of innovation.

Editor-In-Chief

Amit Goyal, Professor of Finance at the University of Lausanne

Academic Advisor

Campbell (Cam) R. Harvey, Professor of Finance at the Fuqua School of Business, Duke University and a Research Associate of the National Bureau of Economic Research in Cambridge, Massachusetts

Executive Editors

Nick Baltas, Head of R&D of Systematic Trading Strategies (STS) at Goldman Sachs and visiting academic at Imperial College Business School

Spyros Mesomeris, Head of Global Markets Quantitative Investment Strategies Structuring, UBS.

Read the press release, here.

Key Dates

September 25, 2019 Press Release: Launch of JSI
October 7, 2019 Announcement of The JSI Editorial Board
October 9, 2019 Call For Papers & Letter From The Editor

For further information, please email: journal@eqderivatives.com.