Portfolio for the Future™

Research, Analysis, and Opinions for Better Investor Outcomes

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Diving Deeper into the Deep Learning Pool
Dmitry Borisenko, an independent scholar and a former quantitative analyst at Krauspartner Investment…
State of the Industry
Data Scientists Should Do Drugs!
By Keith Black, PhD, CFA, CAIA, FDP Now that this attention-grabbing headline has drawn you in, let me…
State of the Industry
Volatility Forecasting Across the Financial Markets
By Mark Caslin, CEO, Alder Capital Uses of volatility forecasting in financial markets Volatility is…
Risk Management, Asset Allocation
Dugong is the New Black
By Bill Kelly, CAIA Association CEO The dugong (the second “g” is soft) is a marine mammal and a close…
Educational Alpha
Model Risk Management as Algo Trading Expands
The FICC Market Standards Board Ltd. (FMSB) is a London-based standards body for participants in the…
State of the Industry, Risk Management
Hedge Funds Between the Economics Crises
By Hossein Kazemi, Ph.D., CFA, Senior Advisor, CAIA Program Introduction The performance of hedge funds…
State of the Industry, Hedge Funds
ETFs, Systemic Risks, and a Real-Time Test
ETFs are one of the routes by which once alternative and elite-access-only strategies have become…
State of the Industry, Asset Allocation, Access to Alternatives
Back(wardization) to the Future
By Aaron Filbeck, CAIA, CFA, CIPM – Associate Director of Content Development at CAIA Association In the…
Educational Alpha, Hedge Funds
MERGER ARBITRAGE: ARBITRAGED AWAY?
By Nicolas Rabener, @FactorResearch INTRODUCTION Working in the restructuring team of a corporate finance…
State of the Industry, Hedge Funds
The Data, the Virus, and the Rebound
A new paper from Loomis Sayles, a subsidiary of Natixis Global Asset Management, discusses the data, and the…
State of the Industry, Asset Allocation
Oil Prices Went Where?
By Adam A. Rozencwajg, CFA, Managing Partner, Geohring & Rozencwajg Oil prices joined bond yields in…
State of the Industry
Major PE/VC Firms Back New Approaches to Quantum Computing
In October 2019, Google announced quantum supremacy: the creation of a special-purpose computer using quantum…
State of the Industry, Private Equity
Time-varying Volatility Adds a Critical Dimension to Diversification
By Masao Matsuda, CAIA, FRM, Founder, Crossgates Investment and Risk Management In January 2020, the…
State of the Industry, Risk Management, Asset Allocation
Next Customer!
By Bill Kelly, CAIA Association CEO Our story starts with a former Eagle Scout known as Barber. While his…
Educational Alpha, State of the Industry, Asset Allocation
The Algorithms that will Find the ESG Tipping Point
A recent literature review conveys the state of scholarly understanding of ESG alpha.It also discusses how…
State of the Industry, ESG