About the Journal
The JSI features theoretical and practitioner research from leaders in systematic investing worldwide. New opportunities sourced through innovative systematic solutions have arisen in recent years driven by changes in liquidity and market structure, regulation, the emergence of technology, among other factors. Furthermore, the performance of the traditional 60% equities and 40% bonds portfolio is being questioned, and with interest rates at a floor in many of the world’s nations and equity valuations remaining high, institutional investors are increasingly exploring new and novel systematic solutions across asset classes and market to capture specific trends, source alpha and diversify portfolios.
The aspirations in launching the JSI is to encourage and promote thought-provoking research in systematic investing to cover not only equities but also the less-well researched asset classes of rates, commodities, fx and credit. The JSI will also unravel cross-asset factor allocation and outcome-orientated portfolio construction research, as well other areas of innovation.