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.
