Andrea Nardon, Head of Quant, takes a look at supervised machine learning. In this 20 minute video he illustrates what neural networks are, how they work, and whether it is possible to use one to predict the future return of a stock.
Machine learning is very powerful, allowing you to organise data sets and identify relationships that the human eye can't see. But how can investors get the best from it?
Join Andrea Nardon, Head of Quant, as he discusses:
* The difference between AI and machine learning
* Examples of the main types of algorithms and models used
* Whether there's any predictive power in the daily historical returns of a stock
* If outperformance can be generated by examining candlesticks of how a security moves throughout the day
Quantitative Analyst Ben Human discusses whether traditional indices really capture the benefits of investing in commodities, and if the risk premia often used in equities can also be applied successfully here.
In this short look at global markets, CIO Guy Monson discusses:
* How conditions differ between Europe and the US
* The gradual wind down of central bank balance sheets, and the effect this will have on investment markets
* Why we're holding overweight cash positions and looking at the Chinese bond market
Lucy Walker, Head of Third Party Funds, Sarasin & Partners LLP
In order to increase portfolio diversification, more and more investors are turning to alternative assets. While they can help mitigate volatility and increase returns, investors also need to be aware of the risks involved. Lucy Walker, Head of Third Party Funds, investigates.