Edward Rackham
Edward Rackham is co-director of research at Los Angeles Capital
FeaturesNLP can help identify linkages between equity market peers
Natural language processing in AI provides a way to gain insights from unstructured data at scale, allowing access to information across a broad set of investment opportunities
FeaturesAhead of the curve: The good, the bad and the ugly of momentum investing
Last year proved a remarkable one for momentum strategies. The tech giants that had done so well in recent years continued to outperform at the beginning of 2020, and the same high momentum names were further buoyed by investors’ preference for the digital over the physical economy with the onset of COVID-19.
FeaturesAhead of the Curve: The mega-cap conundrum
Last year was challenging for quantitative equity strategies with a large proportion of them underperforming their benchmark on a rolling one-year basis. There has, therefore, been a great deal of interest in understanding the shortcomings of quantitative portfolios over the same calendar year.
