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Systematic Investing in practice

An analytical investment process that marries quantitative methodologies with robust bottom-up practices. ....

South Africa , South African , Sajjaad Ahmed , Conway Williams , Prescient Investment Management Pty Ltd , Cycle Indicator , Prescient Investment , Prescient Credit Cycle , Dynamic Factor Model , Share Index , Cycle Factors , Prescient Investment Management , Quantitative Analyst , Investment Management ,

A Horse Race among the Alternative Taylor Rule Specifications : Some Insights from India

The paper estimates a slew of augmented Taylor rule specifications using call and treasury bill rates. After accounting for break points, we calculate the output gap based on a single-index dynamic factor extracted from monthly high-frequency indicators that are representative of broad sectoral activity. In our study, we found that interest rates in India are mostly in line ....

United States , New Delhi , Johnb Taylor , Piotr Eliasz , Abdurrahman Nazif , Mark Gertler , Guglielmo Maria , Mohamad Husam Helmi , Faek Menla Ali , Saurabh Ghosh , Jean Boivin , Jordi Gal , Joice John , Glennd Rudebusch , Ramkishens Rajan , Pratik Mitra , Asian Development , Monetary Policy , Reserve Bank , Indian Economy , Different Taylor Rule , Factor Augmented Vector Autoregressive , Quarterly Journal , Dynamic Factor Model , Coincident Economic Indicator , Asian Development Review ,

Investing in Corporate Credit in a Rising Interest Rate...

South Africa entered a rising interest rate cycle for the first time in three years when the SA Reserve Bank’s Monetary Policy Committee (MPC) raised the repo rate by 25 basis points (bps) at each of its previous three meetings. The impact this will have on corporate credit in the years ahead. ....

Sajjaad Ahmed , Prescient Investment Management Pty Ltd , Quarterly Projection Model , Prescient Investment Management , Prescient Credit Cycle Indicator , Dynamic Factor Model , Prescient Investment , Investment Management ,