Ghost Stories #109: The quant behind the alpha - inside Old Mutual Investment Group's Global Managed Alpha Fund
Show notes
In this episode of the Ghost Stories podcast, The Finance Ghost sits down with Reza Fakie, portfolio co-manager of the Old Mutual Investment Group Global Managed Alpha Fund.
The fund has delivered consistent outperformance against its benchmark since inception, but the real story is how it does it. Reza takes us inside the world of quantitative investing, explaining how academic research, factor investing and disciplined portfolio construction come together in a systematic process designed to remove emotion from investment decisions.
From identifying overlooked opportunities around the world to navigating the AI boom and managing risk in a concentrated global market, this is a fascinating look at how a modern quantitative fund is built and managed.
In this episode, we cover:
- How multi-factor investing works in practice
- The factors that drive stock selection and portfolio construction
- Managing risk while seeking consistent alpha
- Why the fund looks beyond the biggest global tech names
- Finding overlooked opportunities in emerging markets
- How quantitative investing helps remove emotion from decision-making
- The growing role of AI in investment research and portfolio management
Old Mutual Investment Group (Pty) Ltd is an authorised financial services provider, FSP 604. The contents of this podcast and, to the extent applicable, the comments by presenters do not constitute advice as defined in FAIS. Although due care has been taken in recording this podcast, Old Mutual Investment Group does not warrant the accuracy of the information contained herein and therefore does not accept any liability in respect of any loss you may suffer as a result of your reliance thereon. Past performance is not necessarily a guide to future investment performance. For more information, visit www.oldmutualinvest.com/institutional