Inside Active: BlackRock’s Shen on Systematic Edge and AI
Inside Active
BlackRock’s Shen on Systematic Edge and AI
Description: Despite geopolitical tensions, value has held up better than expected while defensive strategies like low volatility and quality have failed to attract the typical safe-haven flows, suggesting markets are largely looking past the conflict. In this episode of Inside Active, host David Cohne, mutual fund and active management analyst at Bloomberg Intelligence, and co-host Christopher Cain, US quantitative strategist at Bloomberg Intelligence, speak with Jeff Shen, Co-Chief Investment Officer and Co-Head of BlackRock’s Systematic Equities at BlackRock. They discuss the evolution of systematic active equity and how advances in data, AI and machine learning are reshaping alpha generation. The conversation also explores factor timing, the expansion beyond traditional factors into alternative data and new signals, and how portfolio construction and risk management are driving more consistent and differentiated outcomes. Recorded March 31.
Apr 22, 2026