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Arlene Rockefeller Bailey McCann, Opalesque New York
Arlene Rockefeller is a titan of the investments industry. She spent 28 years at State Street, overseeing an asset pool of $800 bn and helping to grow the firm to over $2 trillion. Now, she has come out of retirement to join TruColor, an emerging hedge fund based in Boston.
Matthias Knab recently interviewed Rockefeller for Opalesque TV.
An innovative approach to quantitative strategies
Rockefeller was drawn to TruColor for its innovative quantitative approach. She explains, "[TruColor] is using sophisticated statistical analysis, which is different. It is really coming from risk analysis rather than money management techniques." This sets the fund apart from traditional quantitative strategies.
Rockefeller was also intrigued by TruColor's focus on long-term total return versus relative return. She notes, "Relative return is something that really came, to some extent, out of the ERISA Legislation, where people were looking at benchmarks and focusing on what the real risk-adjusted return was in comparison to various benchmarks. In the two decades that people focused on benchmarks, the benchmarks did extremely well, but in the most recent decade that really has not quite been the case."
This focus leverages the expertise of TruColor founder Mark Pearl's experience as a fund of funds manager deali...................... To view our full article Click here
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