The Thought Leadership Series brings together research and perspectives written by the co-founders of PoMaTo, drawing on knowledge and experience developed throughout their careers in institutional investment management, quantitative research and investment technology.
Each paper explores a specific aspect of investment management, from portfolio construction and quantitative analysis to investment infrastructure, technology and the practical challenges faced by investment professionals.
The research also provides some of the thinking and principles that inform PoMaTo and its approach to connecting research, portfolio construction, optimisation, implementation, monitoring and reporting within a single investment workflow.
New papers will be published regularly.
Why Static Factor Models Can Struggle During Changing Market Regimes
Why Peer Group Construction Matters In Relative Value Investing
Why Forecasting Is Not About Predicting The Future Perfectly
Why Balance Sheet Evolution Can Matter More Than Short Term Market Noise
Why Portfolio Construction And Stock Selection Are Not The Same Problem
Why transparency matters in quantitative investing
Why Human Oversight Still Matters In AI Supported Investing
Why Relative Value Investing Is Different From Directional Investing
Why Institutional Portfolio Workflows Are Becoming Increasingly Relevant Beyond Large Asset Managers