Systematic Investing Whitepaper
In the last decade, the popularity of active systematic strategies has waned. One cause has been the strength of market beta. Cheap trackers have been readily on hand to eat into the asset base of fundamental and systematic active managers. The bull market ultimately got the better of smart beta, a systematic fashion that had found a place in investors’ portfolios following the convolutions of the Global Financial Crisis.
Participants include: AQR, Deuterium Capital Management, Mackenzie Investments, AON, Lane Clark & Peacock, Mercer & Pool Re
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