Wednesday, November 17, 2021

WSJ: Environment and Climate-Focused Funds Dominate ESG Investing

By SIMON CONSTABLE

For funds focused on ESG (environmental, social and governance) principles, the “E” remains king as a magnet for investors. Read more here.

Photo by Luo Lei on Unsplash

Financial Analysts Journal: Boosting the Equity Momentum Factor in Credit

By SIMON CONSTABLE

Investors can double alpha in the credit markets by using simple equity momentum strategies enhanced by applying machine learning with boosted regression trees. Read more here.

Photo by Maxim Hopman on Unsplash

Financial Analysts Journal: ESG Rating Disagreement and Stock Returns

 By SIMON CONSTABLE

This study examines the extent of the disagreement by different rating agencies over ESG (environmental, social, and governance) ratings. Companies with high disagreement in their ratings face higher risk premiums but better stock returns. Read more here.

Photo by Yiorgos Ntrahas on Unsplash

Sunday, November 7, 2021

WSJ: What Is ‘Carry’ in Investing?

By SIMON  CONSTABLE 

Sometimes Wall Street veterans use the term “carry” when referring to the attributes of different asset classes. But to make matters more confusing, the term also refers to a type of sophisticated trading strategy. Read more here.

Photo by Stephen Dawson on Unsplash