Name: ESG factors in quantitative investing
Start: 2018-07-04T13:15:00Z
End: 2018-07-04T13:17:38.000Z
Location: BrightTALK
Rating: 2

As increasing numbers of policymakers begin to consider Modern Monetary Theory (MMT), Fixed Income Fund Manager Tony Carter asks what exactly it is, and if it is as reckless as it sounds.

Modern Monetary Theory

Fund managers Henry Boucher and Jeneiv Shah answer some of the questions that researchers most often ask about Sarasin Food & Agriculture Opportunities, including:

* What the fund's largest holding is and why
* Examples of stocks that have been bought and sold recently
* New subthemes that are emerging within the fund

Sarasin Food & Agriculture Opportunities update - April 2019

The multi-decade digitalisation theme continues to change consumer and corporate behaviour across the globe, giving rise to compelling investment opportunities.

Thematic focus: Digitalisation

Automation is a phenomenon that has gradually changed life as we know it for over 40 years, so we do we still consider it a disruptive investment theme?

Thematic focus: Automation

Tony Carter, Fixed Income fund manager, looks at how emerging markets have started off in 2019, and what we can expect going forward.

What's on the horizon for emerging markets?

CIO Guy Monson discusses global markets, sentiment indicators, and whether the recent aggressive re-rating is over.

Global strategy and outlook - February 2019

Sarasin & Partners manages clients’ assets with one singular focus: to deliver long-term returns. This means engaging with the world in responsible ways – ways that support sustainable and inclusive economic progress, as well as protecting the interests of future generations.

Combining a thematic investment approach with embedded stewardship, we seek to allocate capital to companies that are aligned with society. A key focus for us is climate change, which we consider the defining challenge of our time…

Sarasin & Partners: Securing tomorrow

Fixed Income Fund Manager Anthony Carter takes a brief look at the US mid-term elections in this four minute video, and discusses the effect that different scenarios might have on markets.

The US mid-term elections

Alex Bibani, Fund Manager of Sarasin Responsible Global Equity, discusses our investment philosophy and some of the ethical restrictions surrounding his portfolio.

Sustainability and suitability

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.

A quick dive into machine learning part 2: regression models

CIO Guy Monson examines the dramatic performance of the US economy and its impact on other global markets, discussing both the risks and what it means for investors.

Global strategy and outlook - September 2018

Tony Carter, Fixed Income Fund Manager, reflects on the current crisis in Turkey.

Why has the situation in Turkey deteriorated so rapidly?

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

A quick dive into machine learning

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.

Alternative indexation in commodities

Fund manager David Palmer looks back over the past quarter for GlobalSar Income, GlobalSar Strategic and GlobalSar Dynamic.

Sarasin GlobalSar funds - Q2 2018

Tony Carter, Fixed Income Portfolio Manager, looks at what has been going on in China recently. He discusses:

* The sudden fall in currency
* What the situation means for investment strategy
* The short-term outlook in the face of trade wars and market volatility

Recent developments in the Chinese bond market

Fund managers Henry Boucher and Jeneiv Shah discuss their recent research trip to China, as well as the fund's performance over the past quarter.

Sarasin Food & Agriculture Opportunities - Q2 2018 update

Fund Manager Lucy Walker looks back at the performance and positioning of the model portfolios over the last quarter.

Sarasin Model Portfolios - Q2 2018 update

Quantitative Analyst Ben Human examines ESG as a component within the quantitative investment process. He discusses:

* Whether ESG should be considered an alpha driver or an exclusion criteria
* The effect of ESG on an emerging market equity portfolio
* If ESG has any tilts towards other risk factors

ESG factors in quantitative investing

Factor Investing

Smart Beta

Emerging Markets

Asset Management

Equities

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ESG factors in quantitative investing

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