Flirting with Models

28 June 2023

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Modern Systematic Macro

Asif Noor, Portolio Manager, has spent the last 25 years of his career developing systematic macro strategies, giving him a depth and breadth of experience to understand what it takes to remain competitive in the space.

While a handful of low frequency signals may have been sufficient a few decades ago, today Aspect’s Multi-Strategy Programme incorporates hundreds of alpha forecasts ranging from intraday to several months. But this evolution also brings new challenges, which are discussed at length in this episode of Flirting with Models with Corey Hoffstein. For example, how are new alpha signals introduced and old models removed? How do you unify alpha signals of different magnitudes and convictions? And, how do you manage risk across so many signals?

This conversation is full of practical, real world experience from running a multi-strategy programme.

Note: Any opinions expressed are subject to change and should not be interpreted as investment advice or a recommendation. Any person making an investment in an Aspect Product must be able to bear the risks involved and should pay particular attention to the risk factors and conflicts of interests sections of each Aspect Product’s offering documents. No assurance can be given that any Aspect Product’s investment objective will be achieved.

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