Los Angeles Capital Management LLC

Congratulations to Los Angeles Capital Management LLC on being recognized in Nasdaq eVestment’s Q2 2024 Brand Awareness Rankings.   Brand awareness is an important factor in the growth and long-term success of asset managers seeking to raise institutional assets, simultaneously addressing the questions of how willing asset owners and consultants are to turn to your firm, and how interested they are in your various offerings.   The full report is available to download here: https://lnkd.in/gs9344Yc   Don’t see your firm listed? Get in touch to request more details on how you rank. Nasdaq #evestment #nasdaqinvestmentintelligence #assetmanagement #nasdaq #institutionalinvestors

Summer 2024 Communiqué Featured Article on Machine Learning (ML) and Natural Language Processing (NLP) In this cover article, Edward Rackham from Los Angeles Capital Management LLC explores how refining the notion and identification of ‘peers’ in equity markets to find broader economic linkages or dynamics between companies can equip investors with different perspectives on risk and return. The low signal-to-noise ratio of numerical financial data often makes the discovery of risk premia and development of stock level expected returns difficult for researchers and investment practitioners alike. Machine Learning (ML) methods, and in particular Natural Language Processing (NLP) techniques, allow analysis of the rich information content of unstructured text data to refine the signals used in the estimate of expected returns. The use of NLP methods in analyzing earnings call transcripts to dynamically identify the linkages between companies, which contain material information for stock level expected returns and the possible benefits of Large Language Models (LLMs) for the investment analysis are outlined. NLP methods can better capture meaningful economic dynamics between companies than static, ad-hoc industry classifications alone and their use can significantly enhance dynamic stock selection to produce an investment portfolio that can adapt to the latest market information. The Summer edition of Communiqué is always hotly anticipated because it features a summary of the results of the annual Asset & Returns Survey. This issue is also packed with industry news, a member profile on Provident10 CEO Chuck Bruce and his Recommended Reads, new tools and resources, results of a Quick Poll on Fixed income, important advocacy initiatives, and much more. Read the full issue here (members only): https://lnkd.in/e_Tpzemy #PIACPensions #MachineLearning #NaturalLanguageProcessing #NLP #AI #DeepLearning 

Remaining innovative and adaptive in our investment strategy contributes to our #DistinctivelyActive approach. Los Angeles Capital Management LLC (LACM) pairs forward-looking fundamental equity management with proprietary quantitative Dynamic Alpha Stock Selection Model® to construct equity portfolios. LACM’s ability to adapt to ever-changing market conditions makes it a trusted partner in managing our Touchstone Dynamic International ETF (TDI). Learn more about our partnership: https://lnkd.in/e6hXFKFy Matt Barry, CFA Glenn S. Granz, CFA, CFP® #ETF #Markets