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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

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