The 'Amsterdam Investor Forum 2019' special report comprises eight separate articles listed below, these can be read individually or as a sequence.

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ABN AMRO AIF Event 2019

ABN AMRO AIF Event 2019

The eighth edition of ABN AMRO Clearing’s Amsterdam Investor Forum had picked its moment well. Held on 19 and 20 March, it seemed appropriate that 10 days before the UK was officially set to leave the European Union, prevailing market uncertainty and what the direction of travel could be for global financial markets in 2019 helped to create the ideal backdrop against which to debate the key issues facing alternative fund managers. 

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The case for alternative data

The case for alternative data

One of the major trends to emerge in the global hedge fund industry in recent years has been the growing sophistication and proliferation of quantitative strategies, some of which are pushing the edge of what is possible with machine learning algorithms, in an attempt to uncover novel sources of alpha. 

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Oil price dynamics

Oil price dynamics

Since the turn of the century, the price of oil has whipsawed significantly, falling 75 per cent between November 2014 and March 2016 alone. Over the last 20 years, the market has moved from Peak Oil to Peak Production of oil, to one of Peak Demand for oil. 

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The AIF Factor

The AIF Factor

This year’s AIF Factor was won by Greenland Investment Management; a systematic strategy focusing on global commodity arbitrage opportunities. 

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The global macro picture

The global macro picture

Understanding how the global macro picture might unfold this year, and on into 2020, plays a key role in how active managers seek out opportunities for their portfolios. If, as suggested, market neutral strategies (and other low directional beta strategies) are preferred by investors, where might these strategies find an edge? 

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Asia Pacific - a sea of liquidity...?

Asia Pacific - a sea of liquidity...?

To a lot of investors looking for growth and yield opportunities, the prevailing perception with Asia Pacific markets is that they represent a high risk, compared to more developed western markets. This perception was challenged during a panel discussion entitled Asia’s game changers and strategic opportunities” chaired by Gary John-Baptiste, Chief Commercial Officer, Asia Pacific, ABN AMRO Clearing. 

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ESG investing matures

ESG investing matures

One aspect of change that has started influence the way alternative fund managers think about their strategies is the increased focus on sustainable investing among institutional allocators. ESG considerations are becoming part of the manager selection process, as a way to determine what ESP principals are being applied, how this affects the investment process, and what tools, if any, can be used to benchmark performance. 

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ABN AMRO AIF Event 2019 - Conclusion

ABN AMRO AIF Event 2019 - Conclusion

Overall, there was a clear sense of optimism in the auditorium at this year’s AIF event. The feeling was that even if volatility spikes higher this year, there will still be new investment opportunities to explore, be they growth stocks in Asian frontier markets, trading different parts of the oil complex, or using alternative data sets to generate insights in global markets that managers may previously have overlooked.