Andrew Chin

Why is #GDX from VanEck in focus for VettaFi? Learn more about the #ETF in this segment. Kendall Harrow Laura Jones Edward Lopez https://lnkd.in/eaQ5zgA6

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In our latest White Paper, our Head of Research Ali H. explores the perceived limitations of Frontier equities in terms of size, liquidity, and weak relative returns versus Emerging Markets. This paper refutes the popular misconceptions surrounding the asset class, making a case for supplementing EM exposure with a dedicated Frontier equities allocation to maximize returns and diversification. To read the full think piece, you can view or download the attached document. #frontierequities #frontiermarkets #emergingmarkets #frontierinvesting

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Reposting Sean Leger's post from Northfield Information Services. Annually this is one of the most superb research conferences in the continent. And they do not charge for the event. However, your admission does have to be approved. Kathy Prasad is the point person if you have questions. Elegant extras abound as well. Dan diBartolomeo is one of the most accomplished living educated quants in the United States, at least of my direct acquaintance. And he is huge on collecting thorough compendia of research. Anything you want or need to learn or incorporate about identifying and capturing risk and return factors - this is the place. Most highly recommended. Shouts: Richard Greene; Dr. Eugene O. Yeboah; Adam Apt; James Q. Rice, CFA; Todd G. Schwendiman, CHP, CAIA; Lauren Goodwin, CFA; Jennifer Bender; Sri Krishnamurthy, CFA, CAP; Max Golts; Jeremy Wee

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What is Portfolio Rebalancing? Portfolio rebalancing and weighting are powerful risk management strategies and particularly relevant after large price moves in either direction.   https://lnkd.in/buihSvE

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We all know that diversification is vital in smart portfolio construction. But, how does one evaulate the diversification benefits of quant multi-asset strategies? And, how does one identify the smartest quant strategies to add to a well-diversified portfolio in order to achieve the best outcomes? Join us to find out! John Hynes of HedgeFacts will moderate this astute panel of highly skilled experts including John Hall, CFA of Teacher Retirement System of Texas, Ryan O'Grady of ROW Asset Management, Wassim Sakka of Wilshire, and Anne-Sophie van Royen, Ph.D of Asset Management One. Thankful for our brilliant industry partners: Abbey Capital Limited, AFBI LP, Galaxy Plus, Investcorp-Tages, Welton Investment Partners, Wilshire, ABR Dynamic Funds, LLC, Asset Management One, Bodhi Research Group, Cinctive Capital, Graham Capital Management, L.P., HedgeFacts, Metori Capital Management, O'Brien Investment Group, One River Asset Management, Quest Partners LLC, ROW Asset Management, and SSI Investment Management. Harry Pagel, Andy Schneider, Milena Dubinsky, Scott Glickman, CFA, CAIA, Mark Tower #assetallocation #portfolioconstruction #quants #managedfutures #hedgefunds https://conta.cc/3ycc6jz

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With interest rates hitting decade-high levels, investors are seeking stability in their strategies. But where to turn? 🤔 We asked Trey Martin, CETF® of Innovator ETFs and Matt Kaufman, PCM®, CETF® of Calamos Investments for strategies to navigate today's markets. Dive into their insights with NYSE's Judy Khan Shaw from Exchange Discover how ETFs like CVRT and SFLR can offer confidence in uncertainty: https://lnkd.in/dSHBGbWi #exchangeETF #Investing #PortfolioManagement

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Private Equity - so many questions, so little time. The CFA Institute's Research and Policy Center just put out a superb "meta analysis" paper on private equity. (This term is common in medical research, where some good soul captures and summarizes research on a topic, drawing and sharing important conclusions, and saving everyone a TON of work.) Alexander Ljungqvist looked at over 90 papers on various aspects of private equity and produced a masterpiece in terms of understanding this asset class from all angles: deal-specific measures of return and risk, trends over time, issues of definition and application, dynamics around the players on both sides of the table, effects that PE may (or many not) have on the companies it invests in, as well as broader impacts on industries and the society as a whole. This is both the quintessential "how to" guide for those looking to understand this asset class, and it's also useful for those looking to fine-tune their skillset in evaluating their own PE portfolios, especially with regard to setting reasonable expectations when making new investments. Something for everyone here - highly recommended.

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New Whitepaper from Caron's Corner: In this paper we discuss new management techniques required to capture higher returns in a higher inflation regime. A new market regime is upon us catalyzed by rising inflation risks. This presents a challenge to investors seeking to compound returns at target levels with stability because it increases correlation risks. Effectively, it pushes the efficient frontier inwards and reduces risk-adjusted return potential. In this paper, we explain how we counter this adverse impact to returns in this new regime through a new management approach with the goal of achieving stable target returns. https://mgstn.ly/3QNuw0f

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If you think portfolio risk management is just about diversification, think again. This article sheds light on some surprising strategies that challenge common perceptions. Here are some thought-provoking takeaways: - Did you know that reducing the number of investments in a portfolio can sometimes actually decrease risks? It's all about strategic selection. - Contrary to popular belief, actively managing risk doesn't necessarily mean more frequent trading. In fact, a hands-off approach can be a smart move. - One of the key points discussed is the importance of understanding the correlation between investments, a factor often overlooked in risk management strategies. - Asymmetric risk and the role it plays in portfolio management is explored, offering a fresh perspective on balancing risk and return. - Ever considered tail risk hedging? This article dives into this lesser-known strategy that can enhance risk management effectiveness. Share your thoughts and feelings on these unconventional risk management strategies. https://lnkd.in/ecgSpH93

A US appeals court has struck down the overreaching SEC rules that would have burdened private equity and hedge funds with unnecessary requirements. The Fifth Circuit Court of Appeals recognized that the SEC exceeded its authority by mandating detailed quarterly reports and limiting side deals. This unanimous decision is a major victory against Gary Gensler's excessive regulatory agenda, which threatens to stifle growth and innovation in the industry. The court's ruling sends a message that regulators can't bypass Congress to push their ridiculous policies. The SEC's failure to link these new rules to fraud prevention only highlights their lack of justification. It's great to see the court protect our industry from costly and intrusive regulations. This decision reaffirms that the $27 trillion private funds industry, which supports pension funds, universities, and individuals, should not be hindered by unwarranted constraints. While the SEC may consider appealing to the Supreme Court, hopefully, the courts will continue to curb such regulatory overreach.

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ITM Meaning: Understanding Options in Trading Are you exploring the intricacies of options trading and want to understand the term "ITM"? Our latest article from Auvoria Prime breaks down what "In The Money" means and how it can influence your trading decisions. 📖 Read the full article here: https://lnkd.in/dWkBw3VM At Auvoria Prime, we are dedicated to empowering traders with the knowledge and tools they need to succeed in the financial markets. #OptionsTrading #TradingStrategies #ITM #AuvoriaPrime #FinancialEducation #Investing #TradingInsights

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ICYMI: Last month, Managing Director Steve Moseley represented Wafra at SALT iConnections NY, speaking on a panel about innovations in institutional investing.   "I'm excited about the opportunities that emerge inevitably from disruption. A chaotic market creates additional incentive for new firms to spinout from big firms…These big firms are factories for innovation. To the extent that there is innovation in private markets, and I think there can be a great deal, it's happening with new and emerging managers…[Innovation] has to happen at new firms pursuing new strategies."   You can watch Steve's panel in full here: https://lnkd.in/euymJhe5. 

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Party on, dude! Blowout jobs number at 272k gets the headline, but there is an interesting story about the innovation economy worth noting. Corporate margins have been at record highs without significant labor force reductions. Declining costs relative to sales is likely a product of corporate investment in areas like automation and digitalization. Many of the companies tied to those themes continue to deliver strong performance. Check out Global X ETFs recent Inflection Points, The Fed vs. the Innovation Economy for more on the topic: https://lnkd.in/dTWqbrD7

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An interesting study especially for those claiming that "high stock concentration invalidates rallies" Never, ever forget the SP500 is cap-weighted... In Technical Analysis jargon - a relative strength strategy ===============================================          WHERE TO FROM HERE ? =============================================== "Knowledge is the only Treasure that increases by sharing"... ..that is why I share Charts & Stats about: 💻 Trading / 📈 Technical Analysis / 🌍 Macros If you are interested in these topics, you can receive: 1. NEWSLETTER 📰 Join 2,000 others for my FREE "S.M.A.R.T. Trader Systems" Newsletter https://lnkd.in/eHcz-4Cd 2. NOTIFICATIONS 🔔 Join 8,200 others and click on Alex Spiroglou 🌍 + follow + 🔔 https://lnkd.in/efwd22Cz 3. EMAIL LIST 📩 Join 6,000 others in our email list https://lnkd.in/e2EK2r8S ===============================================

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Lots of finance papers coming out on applying LLMs to financial analysis. Financial Statement Analysis with Large Language Models from the Chicago Booth School - https://lnkd.in/dtkJg66K "We provide standardized and anonymous financial statements to GPT4 and instruct the model to analyze them to determine the direction of future earnings. Even without any narrative or industryspecific information, the LLM outperforms financial analysts in its ability to predict earnings changes. The LLM exhibits a relative advantage over human analysts in situations when the analysts tend to struggle." In FinRobot: An Open-Source AI Agent Platform for Financial Applications using Large Language Models https://lnkd.in/dWuTzWzX the authors describe an open source platform for analysis and even report generation. Report below was apparently generated by their model.

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This is the best summary / decision tree for #directindexing, I've ever seen. One use case that's missing though, is the correction for concentrated positions, e.g. in the case of stock options of people working for large corporates. Another one is faith-based investing, since most ESG funds are not sufficiently covering that topic - Taber Johnson and Reid J. Steadman can tell you more!

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Speed is key in private market reporting! At Colmore, we understand the urgency of processing data swiftly to provide up-to-date portfolio insights. Our team of former LPs understand private market reporting and have the expertise needed to validate every data point. With our proprietary machine learning tech, STRIDE, we automate data extraction from various reports, ensuring timely delivery within strict SLAs. Discover standardized data at lightning speed, empowering LPs to produce timely reports and analysis. Request a demo to find out more: https://okt.to/aGKWho #portfoliomonitoring #privatemarkets #portfolioinsights

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