Arup Datta’s AI Approach to Tracking Emerging Markets

Arup Datta, head of Global Quantitative Equity at Mackenzie Investments, always had strong math skills, ultimately embracing quantitative investing to analyze securities with math models. Transitioning through roles at multiple firms, Datta now leads a team managing assets worth US$16.8 billion, showing remarkable performance with the $1.2-billion Mackenzie GQE Emerging Markets Fund exceeding the MSCI Emerging Markets Index. When asked about his strategy, Datta highlights a versatile approach focusing on cheaper, growthier, and higher-quality portfolios aimed at outperforming all market cycles. Utilizing artificial intelligence in their models, Datta’s team employs traditional metrics alongside non-linear machine learning and natural language processing…