Portfolio managers have been pressured to improve trade execution quality, particularly in light of recently implemented MiFID II regulations. But there is an additional opportunity to improve portfolio manager performance. In the Greenwich Associates report “Beyond Liquidity: Optimizing Product Selection,” Managing Director Kevin McPartland notes that new technology enables automated analysis of the best product to use to achieve a given exposure. The problem is, most managers don’t take advantage of a systematic approach to financial product selection. Whale Rock Capital, Up 30.1% On Year, Plans Close To New Investors When a portfolio manager seeks exposure to a market opportunity,…
The Vast Majority Of institutional Investors Have No Formal Process for Security Selection
Mark Melin
Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.