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White Papers

Investment Quarterly: The New Active

The combination of factor investing and technology is transforming active management. In this issue we showcase how our active quant heritage equips us to build more robust factor-based alpha models.

Punctuated Equilibrium
Like shifts in evolutionary biology, the combination of factor investing and new technology is transforming active management.

When Less is More
When it comes to active factor investing, the quality of factors is far more important than the number of factors in alpha models.

Back In The Spotlight
Olivia Engel makes history as the first quant and first woman to win Australia's Blue Ribbon Award.

Rise of Artificial Intelligence
Dramatic breakthroughs in machine learning offer promising potential for building better alpha models.

Authors: Rick Lacaille, Chief Investment Officer, State Street Global Advisors, Lori Heinel, CFA, Deputy Global Chief Investment Officer, State Street Global Advisors, Vladimir Zdorovtsov, PhD, Managing Director, Active Quantitative Equity, State Street Global Advisors, Olivia Engel, Head of Active Quantitative Equity, Asia-Pacific, State Street Global Advisors and Jean-Sebastien Parent-Chartier, Senior Quantitative Research Analyst, State Street Global Advisors

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All white papers posted were created by the listed authors who are solely responsible for the research, finding and all materials contained therein. Pensions & Investments has not verified or edited the materials (other than for length and style) and does not necessarily agree or disagree with the analysis and positions expressed by the authors. Reference to any company, product or service does not imply recommendation or sponsorship by Pensions & Investments.

For more information on submitting a white paper, please contact Richard Scanlon at rscanlon@pionline.com or 212-210-0157.