Rethinking Active – The Case for Low Tracking Error Managers
Given their poor track record, many dismiss active management in US large caps. But our analysis suggests the issue is not active ...
Feb. 28, 2025PanAgora offers two distinct Active Equity strategies designed to exploit the best of both quantitative and traditional fundamental approaches, while seeking to minimize any weaknesses of either stand-alone approach. These strategies were built on years of experience and continuous innovative research, including non-ESG and ESG alpha factors that have been integrated when found to add value.
A suite of quantitative, core, bottom-up, multi-factor Active Equity strategies that leverage a proprietary modeling approach called “Contextual” Alpha Modeling. The strategy is offered across Developed and Emerging Markets, in both large and small cap segments, with capabilities in long-only, 130/30 and market-neutral style implementations.
An investment approach driven by fundamental insights and implemented through a rigorous quantitative process that differentiates itself by how it leverages unique sets of data to build portfolios.
Given their poor track record, many dismiss active management in US large caps. But our analysis suggests the issue is not active ...
Feb. 28, 2025In this paper, George Mussalli, Global Chief Investment Officer, examines idiosyncratic-oriented quantitative strategies, noting their varied approaches and low correlations. These characteristics ...
Aug. 14, 2025Equity portfolio tracking error to a benchmark is a most ubiquitous restriction for active portfolios as prescribed by fiduciaries. The restriction is ...
Aug. 1, 2023