Edward Rackham

Edward Rackham is co-director of research at Los Angeles Capital

  • Compounded active performance of five simulated portfolios
    Features

    Ahead of the Curve: The mega-cap conundrum

    April 2020 (Magazine)

    Last year was challenging for quantitative equity strategies with a large proportion of them underperforming their benchmark on a rolling one-year basis. There has, therefore, been a great deal of interest in understanding the shortcomings of quantitative portfolios over the same calendar year.