Two Centuries In The News

 
 

“Quant’s Winter” by FT’s Robin Wigglesworth

Overview of history and recent trends in quantitative investing

  • Mentions updated Two Centuries Investments work on Long-Run Value Factor Crashes (see our original post here).

  • Mentions the move by the more innovative quants towards measuring intangibles such as culture. (see our take on it here).

  • Mentions traditional factor quants who resisted change, now starting to accept that alpha requires innovation (see our take on it here).

Read full article here

Meb Feber Show with Mikhail Samonov

Lessons from Two Centuries of Financial History

  • Mikhail walks through what led him to focus so much on ‘long history’ in his research.

  • He shares lessons learned from studying two centuries of financial returns, including momentum and asset allocation.

  • He also spends time explaining how he’s using AI to study intangible value and company cultures.

Watch here

Mikhail presented a keynote presentation on the breakthroughs in Natural Language Processing in the analysis of Intangible Assets such as:

  • Creativity focused culture and Innovation

  • Customer focused culture and Client Satisfaction

  • Deception’s impact on Reputation and Brand

Learn More

Handbook of Artificial Intelligence

In this exciting CFA Research Foundation Book, Mikhail Samonov and his co-author Tal Sansani, contributed a chapter on Extracting Text-Based ESG Insights using NLP techniques. It is a step by step “how to” guide including:

  • Measuring which issues are material and how they are changing over time

  • Spotting Greenwashing Risk in company’s statements

    Download here

Interactive Brokers Webinar

In this webinar, Mikhail Samonov, CEO and portfolio manager of Two Centuries Investments, will share how intangible assets, especially those related to human capital, customer satisfaction, and brand, measured via Natural Language Processing techniques identify companies with:

  • Improving future fundamentals

  • Sustainable growth and probability

  • Help all types of companies weather economic headwinds.

Watch replay here

The Alternative Data Podcast

In this episode Mark Flemming speaks with Mikhail Samonov of Two Centuries, a quant fund that specializes in finding innovative solutions.

  • In our conversation, Mikhail and Mark discuss how alternative data and innovation go hand in hand in Two Centuries Investment’s process.

  • We cover a wide range of exciting topics from alpha in intangibles investing, to idea tournaments and the value of collaborative innovation.

Learn more

Voya Partners with Two Centuries Investments On ESG

Two Centuries was hired by Voya to help create a proprietary ESG quant methodology in which we identified several alpha-generating opportunities from alternative datasets.

  • “Our partnership with Two Centuries Investments helped us better understand broader ESG themes and develop a proprietary ESG framework that was authentic, credible, and impactful ... Samonov offered insights that went beyond standard ESG providers and categories, for example by fostering innovation tournaments that ultimately led to a more comprehensive view of the potential for alpha generation.”

Mentions

SPEAKING ENGAGEMENTS

ACADEMIC RESEARCH