LGIM Blog – Tim Armitage, Quantitative Strategist

Disclaimer: Views in this blog do not promote, and are not directly connected to any Legal & General Investment Management (LGIM) product or service. Views are from a range of LGIM investment professionals and do not necessarily reflect the views of LGIM. For investment professionals only.

Tim is a former musician reincarnated as a quantitative strategist, and subsequently spends more time writing code than songs these days. When not thinking about swaption strategies and risk indicators, you’ll find him running marathons, and secretly hoping there’s a day his three sons form a band that becomes the next Kings of Leon.

Other articles by Tim Armitage

Camera EMD

CAMERA: our capital market assumptions update

This time around, we focus on the outlook for emerging markets.

CAMERA Q3

CAMERA: Our capital market assumptions update

In this quarter's update, we zoom out from the recent market noise and view our longer-term expectations for UK assets.

CAMERA May1

CAMERA: our capital market assumptions update

Over the past quarter, valuation-based return estimates for most broad equity markets as well as alternatives such as UK property and infrastructure have fallen modestly.

Camera 0

Introducing our capital market assumptions framework

Photographs are a wonderful way of preserving the past, allowing us to delve into our memories to relive special moments. However, our CAMERA (Capital Market Expected Return Assumptions) allows us to take a different type of snapshot – one of the future.

looking back

Diversification: Looking back, to move forwards

Bonds and equities are moving in different directions again. But can this negative correlation last, and what does it mean for multi-asset investors?

Financial analysis

Earnings season outlook: what the first reports are telling us

Early indications point to cautious guidance amid the macroeconomic uncertainty, but no big earnings downgrades just yet.

Data Minecraft

In this instalment of our series on alternative risk premia, we look at data mining and what it means for investors.

The VIX and the vax

The VIX and the vax

Factor checking the market

Factor checking the market. We look at how the technology sector is affecting the performance of factor portfolios.

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