July 4, 2018
Enhancing your investment process with Macroeconomic Factors
Dominic Clermont, Senior Equity Specialist, will explain how using Axioma’s optimizer, risk models and our Macroeconomic Factor Library, portfolio managers can enhance their active strategies by monitoring and controlling key macroeconomic sensitivities. He will explore how you can monitor a portfolio’s interest rate sensitivity, a portfolio’s commodity price sensitivity or other macroeconomic factors’ sensitivities.
Practical examples covered:
- Monitoring of portfolios’ macroeconomic sensitivities (to interest rate changes, various commodity prices, etc).
- Active portfolio construction with controls of macroeconomic exposures in Alpha and Smart Beta strategies.
- Portfolio construction exploiting a manager’s active views of future macroeconomic event (ex: forecast of an increase in interest rates).