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As Larry Fink Implores CEOs to Embrace Corporate Responsibility, Blackrock Quant Says ESG “Strongly Associated With Bad Outcomes”

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Mark Melin
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Quantitative investing is a niche inside a larger industry, but it is rapidly changing the core nature traditional investment processes. From an artificial intelligence and machine learning to algorithmic portfolio management, what it means to build and execute an investment plan has changed as a result. At Deutsche Bank’s DBAccess Global Quant Conference 2017 Hong Kong, everyone from bottom-up stock pickers and top-down cross-asset allocators and portfolio allocators were talking about investment process refinement. It even included talk about socially responsible investing, a topic that seemingly put a Blackrock quant at odds with recent comments made by BlackRock CEO Larry Fink.

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DB Quant conference 1 18

Big data and automated portfolio construction at DBAccess Global Quant Conference

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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.