|
|
When AI meets low vol: revolutionising risk adjusted returns

When AI meets low vol: revolutionising risk adjusted returns

In this Unigestion Equities webinar, “When AI meets low vol – revolutionising risk adjusted returns”, our excellent panellists, Senior Portfolio Manager Alexandre Marquis and Head of Quantitative Research Vladyslav Dubikovskyy, discussed progress made in leveraging AI to improve risk and alpha forecasts, and detailed how they have embedded these innovations into portfolio construction techniques. The team focused on two recent advancements:

  1. Asymmetric alpha, which harnesses the power of machine learning algorithms to forecast the true defensiveness of stocks more accurately;

  2. Earnings Growth Forecast: as markets often react to earnings surprises, the team believes that fixing the low-growth issue of many low vol stocks may be key to building low vol portfolios that can still capture strong upside.

Thank you to everyone who attended, and we look forward to seeing you again soon for our next webinar!

Watch the replay

Related insight

In his new role, Pieter-Jan (PJ) Frederix will drive the direct investment activities of Unigestion globally. PJ and the team are currently focused on new investments through the Article 8-compliant Unigestion Direct III Fund.

[…]

Watch Fundamental Analyst, Fleura Shiyanova and Quantitative Analyst, Raphaël Zacharias debate the value of artificial intelligence in equities investing under the watchful eye of Xavier Marconnet, Head of Core AI Equities.

[…]

Unigestion, the global boutique asset manager focusing on investing in private equity’s emerging champions, has sold its successful investment in nurseries group Kindred to Livingbridge, a leading UK-focused mid-market private equity firm. It has also made a new investment in the company, investing alongside Livingbridge to support Kindred’s next stage of growth.

[…]

How can investors avoid missing out on attractive new investment opportunities when distributions from prior investments remain so lacklustre?  While exit activity in Q3 was flat vs. Q2, exit volume over the year-to-date remains more than 20% down vs. the same period in 2023.

[…]

Subscribe