The low volatility, momentum and quality factors are all up this year, with low volatility and momentum performing the best. In this episode of Inside Active, host David Cohne, Bloomberg Intelligence mutual fund and active management analyst, along with co-host and BI US quantitative strategist Christopher Cain, spoke with Andrew Slimmon, a managing director at Morgan Stanley Investment Management. They discussed factor exposures and why the investment process starts with a quantitative approach to determine what exposures each stock gives them. They also examined the importance of active share and tracking error, and why Slimmon is agnostic toward regional allocation and styles. He’s the lead senior portfolio manager on all long equity strategies for Applied Equity Advisors, including the Morgan Stanley Institutional Global Concentrated Portfolio (MLNIX). 

<p>The low volatility, momentum and quality factors are all up this year, with low volatility and momentum performing the best. In this episode of Inside Active, host David Cohne, Bloomberg Intelligence mutual fund and active management analyst, along with co-host and BI US quantitative strategist Christopher Cain, spoke with Andrew Slimmon, a managing director at Morgan Stanley Investment Management. They discussed factor exposures and why the investment process starts with a quantitative approach to determine what exposures each stock gives them. They also examined the importance of active share and tracking error, and why Slimmon is agnostic toward regional allocation and styles. He&rsquo;s the lead senior portfolio manager on all long equity strategies for Applied Equity Advisors, including the Morgan Stanley Institutional Global Concentrated Portfolio (MLNIX).&nbsp;</p>

Reports of active management's demise have been greatly exaggerated. Active continues to grow and evolve in ETFs while mutual funds prosper and define benefit plans. Bloomberg Intelligence strategy team uncover active opportunities and gleam insights from active managers and those who cover the industry.

<p>Reports of active management's demise have been greatly exaggerated. Active continues to grow and evolve in ETFs while mutual funds prosper and define benefit plans. Bloomberg Intelligence strategy team uncover active opportunities and gleam insights from active managers and those who cover the industry.</p>

Inside Active by Bloomberg Intelligence

Morgan Stanley’s Slimmon on Factor Exposures

https://api.omny.fm/orgs/e73c998e-6e60-432f-8610-ae210140c5b1/clips/944e34c7-eed2-4b4c-8df3-b25e0149ccbc/transcript

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