Can nowcasting unlock factor timing?

Fulcrum Asset Management is running tests to see if fresher data can help improve factor allocations

nowcasting-data-screens-0319.jpg

Fulcrum Asset Management is considering integrating the nowcasting used by its macro business into its systematic risk premia strategies in an attempt to dynamically weight factors.

The firm’s discretionary portfolio managers have long used real-time tracking estimates, or nowcasts, to gauge the state of the economy as new information arrives. Nowcasting is increasingly used by asset managers to get access to the very newest data, as opposed to waiting for quarterly government GDP statistics.

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here