In August, 2015 our Macroeconomic Regime Model shifted from Momentum Regime to Neutral Regime. This was the first Regime change since the launch of Disciplined Alpha’s first product in July, 2013. Among many topics presented at the Forum, we reviewed the implications of this Regime change for portfolio construction and stock selection.
This year we featured a panel of industry experts who discussed the role of liquid alternatives in '40 Act Funds, ETFs and UCITS. Attendees learned how to protect investment strategies from high frequency 'Flash Boys' from a seasoned trading expert. Our internal speakers outlined how to harness the power of the prevailing investment regime in an equity and multi-asset framework. All this plus presentations on Big Data and how the technology behind Facial Recognition and iPhones can be used to better classify stocks.
At our inaugural Innovative Alpha Forum, Institutional Investor top ranked Strategists, Academics, and practitioners, gathered to discuss the most important issues facing our industry. The financial crisis and subsequent recovery has highlighted the existence of Regimes in both the “real economy” and the financial markets. Investors have expressed that they are less than satisfied with investment managers who simply ignore these Regimes. Options include building strategies to anticipate these Regimes or to hedge these Regimes. The case for both of these two options were made in the context of Long Short, Tactical Asset Allocation and Stable Growth strategies, with a particular focus on a rising interest rate environment.
The research-based, strategic nature of Disciplined Alpha recognizes the constant need to stay ahead of the curve on industry trends and knowledge.
Disciplined Alpha hosts its own conference featuring thought leaders in the industry.