Research Retrospective

 

• In 2023, we integrated GARmarkets and its underlying repository of research and transactional data into forwardlook.  In doing so, forwardlook now has a data platform that enables us to continously evaluate the operational approaches and tools we have developed to systematically mitigate portfolio implementation shortfalls.

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• Our latest paper "Optimizing Alpha Through Better Information Workflows" has been reviewed and published in the Feb 2021 edition of the Journal of Investing.

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• We partnered with GARmarkets in 2019 to optimize their thematic portfolio implementations related to the growing use of oceanic and freshwater biomass to satisfy the demand for secure and healthy protein supplies. Their investment perspectives focused on :

  • sustainable seafood production (both culture and capture fisheries)

  • aquaculture feed formulations and neutraceuticals

  • financial and information technologies to manage price and supply risks; and

  • creative market infrastructures that enable 'small-market high-value' products to prosper.

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• In Q1 2019, we released our latest research results representing a major update to our 2011 milestone paper. In addition to 38 new case-studies, we also describe new techniques to identify and remediate investment operation workflows that diminish a strategy's inherent alpha on the order of 24-242 bps.

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• Most recently, we analyzed additional strategies (focused on high-yield and unconstrained mandates) and the impact to alpha retention from recurring sources of portfolio implementation shortfalls. We provided current updates at the Nordic Post-Trade Conference (October 2016) as well as in an April 2016 whitepaper published in the Journal of Applied IT in Investment Management. We described  preliminary results at the Australian institutional investor ('Super') roundtable (Sep 2014)

   

• We presented the results of our use of 'linked data' and RDF to improve portfolio performance at the 2012 International Semantic Web Conference

   

• Our milestone paper "The Impact of Investment Operations on Portfolio Performance" (summarizing a decade of observations on the impact of investment operations on portfolio performance) was published in the Fall 2011 edition of the Journal of Investing

   

• We presented updated research results on the measurable contribution of investment operations quality to institutional portfolio performance at the Semtech 2010 Conference (June 2010 in San Francisco CA (US))

 

• In October 2009, we launched two additional systems frameworks to better support the internal operation of  RiskForecast™ . These were I O T A™ (Investment Operations Transaction Analysis) , and ContextStreams™ (our data management and financial ontology framework)

   

• We presented our research results on the measurable contribution of investment operations quality to plan performance at the 13th International Conference on Information Quality in November 2008, and also at the October 2007 Plan Sponsor & Consultant Circle Summit in San Francisco CA (US). These research outcomes formed the basis for a new service offering from forward look, inc. : RiskForecast™

   

• In March 2007, presented our observations on  the impact of mismanaged investment data on both product marketing and implementation shortfalls at the joint DAMA International Symposium and Wilshire Metadata Conference

   

• In Nov 2006, we summarized our research and experiences on 'Measuring the Impact of Transactional Data Quality on Operational Risk and Capital Adequacy for Global Investment Banks' at the MIT Information Quality conference

 

• In 2006, we launched ContextMetrics™, a set of automated tools that enables a firm to monitor its operational risk profile by analyzing the securities and cash transactions it exchanges with its counterparties

 

• We published a Fall 2005 white paper on trends in 'best execution'

 

• In 2005, we began work on O R O™ (Operational Risk Offset) which enables an investment bank's proprietary desk to offer cost-effective hedges for operational risk exposures stemming from securities and cash transactions undertaken by asset managers and hedge funds in the normal of course of business (eg, corporate actions not processed correctly by a fund's custodian) . . . UPDATE (2016) : Credit Suisse is now offering a bond for offloading operational risk

   

• We posted our invited commentary on corporate actions automation in the Spring 2005 newsletter of the Venture Financial Systems Group

   

• We published our results on semantic and syntactic data operability in financial services in a 2004  paper presented at the IEEE Conference on Data Engineering in Boston MA (US). The initial outcomes were first posted in a 2003 Research Note presented at the ACM Electronic Commerce Conference in San Diego CA (US)

 

 

More generally, forward look, inc. are active participants and supporters of industry associations and their initiatives in financial services:

 

• FpML/ISDA Commodities Trading Working Group

• International Association of Financial Engineers (now the IAQF)

• Data Management Association

• Association for Computing Machinery; and

• Institute of Electrical and Electronics Engineers.