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Viewpoints Quant’s Next Frontier: Harness New Opportunities in Complex Markets(video) Quant’s Next Frontier: Harness New Opportunities in Complex Markets The next frontier of quant investing – including emerging markets, credit, and volatility assets – offers investors compelling diversification potential. Learn more about why, and how experience and a nuanced understanding of these markets is key in accessing this value.
Viewpoints Pursue Diversification and Return with PIMCO’s Quant Strategies(video) Pursue Diversification and Return with PIMCO’s Quant Strategies While there are many ways to diversify portfolios using traditional strategies, consider the merits of a disciplined, quantitative investing approach to pursue potential sources of attractive returns in 2023.
Viewpoints Unlocking Alternatives: Possibilities in Quantitative Analytics(video) Unlocking Alternatives: Possibilities in Quantitative Analytics Discover the potential advantages of quantitative investing and how investors can think about incorporating quant strategies in their portfolios with Nick Granger, portfolio manager, quantitative analytics. MORE ON ALTERNATIVES AT PIMCO
Featured Solutions Implementation Matters: A Review of the Performance of Alternative Risk Premia Strategies in 2020 Implementation Matters: A Review of the Performance of Alternative Risk Premia Strategies in 2020 Wide performance dispersion underscores the importance of portfolio construction.
Nick Granger Portfolio Manager, Quantitative Analytics Share Share Share via LinkedIn Share via Facebook Share via Twitter Share via Email Add Add Download Download Print Print Mr. Granger is a managing director in the Newport Beach office and leads PIMCO's quantitative portfolio management team. He is the lead portfolio manager of PIMCO’s flagship quantitative hedge fund strategy, along with oversight and portfolio management responsibilities across PIMCO’s range of systematic funds. Prior to joining PIMCO in 2020, Mr. Granger was based in London as chief investment officer and head of research at AHL, the systematic division of Man Group. In this role he was also portfolio manager of the firm’s quantitative multi-strategy fund, and a specialist in systematic volatility strategies. Prior to Man Group, he was an equity derivatives strategist at J.P. Morgan. He has 19 years of investment experience and holds a bachelor's degree in mathematics from Oxford University, a master's degree in philosophy from Kings College London, and a Ph.D. in mathematical logic from the University of Manchester.