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ALO35: Why Macro Investing Is Becoming More Systematic ft. George Patterson
Description
How do quantitative investors adapt when markets, technology and macro regimes are constantly changing? In this conversation, Alan Dunne sits down with George Patterson, CIO of PGIM Quant Solutions, to explore the evolution of systematic investing from the 1990s to today’s AI driven landscape. They discuss regime detection, inflation risk, portfolio construction, machine learning, private markets, volatility overlays and the growing role of language models in investment research. George also shares insights from decades in quant investing, including lessons from Covid, the importance of model discipline and why communication skills matter as much as technical expertise.
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Episode TimeStamps:
00:00 - Introduction to George Patterson and his journey from physics to quantitative investing
03:12 - Why multidisciplinary teams matter in modern quant investing
04:13 - Inside PGIM Quant Solutions and the evolution of multi asset investing
06:03 - How markets and macro investing have changed since the 1990s
09:12 - The future of the 60/40 portfolio and institutional portfolio construction
12:11 - Private markets, liquidity challenges and institutional investor concerns
13:25 - Inflation, commodities and building modern inflation hedges
19:33 - Detecting macro regimes using quantitative models
23:26 - The har