Integrated Portfolio Intelligence’s Carbon Alpha Strategy: A dynamic absolute return approach to carbon markets
by HAMLIN LOVELL | THE HEDGE FUND JOURNAL | August 2022
A profile of Integrated Portfolio Intelligence in the Hedge Fund Journal. This article discusses IPI’s Carbon Alpha strategy, a long/short results oriented strategy attractive due to its alpha potential in emerging and relatively inefficient carbon markets globally. As Nick Vasserman, CIO, says, “in broad brush terms, IPI estimates that the overall carbon market could grow as large as the global industrial metals market.”
Carbon Markets: A New Asset Class
by Nick Vasserman | Global Commodities Applied Research Digest | April 2022
Discusses IPI’s outlook on the growth of carbon markets. We believe that carbon markets will continue to experience asynchronous growth from different industries and geographies. Carbon-market policies covering specific market access and transactions will arguably become material risk management decisions for every firm, comparable to what is done for credit and operational risks. This gives rise to a bullish long-term investment thesis. We expect that disparities in carbon footprint metrics, policies, and accounting will also create short-term opportunities in carbon markets that can be captured by a systematic investment process.
Tomorrow’s Titans 2021: Nick Vasserman, Integrated Portfolio Intelligence
by HAMLIN LOVELL | THE HEDGE FUND JOURNAL | MAY 2021
Nick Vasserman, CIO, was featured in The Hedge Fund Journal’s Tomorrow’s Titans series, discussing Nick’s background in managing systematic macro strategies at J.P. Morgan, UBS, and now at IPI. This article explores Nick’s trading style, IPI’s approach to modelling global macro data, managing risk, and plans for growth.
Dynamic Commodity Valuations
by Nick Vasserman | Global Commodities Applied Research Digest | SUMMER 2021
Discusses constructing a globally consistent investment framework that integrates all available fundamental data and technology into dynamic stocks-to-use ratios to assess commodity valuations in near real-time.