https://www.next-finance.net/en
Financial engineering

Highlights

November 2023

Opinion Total Return Futures set for further growth as buy-side adoption increases

Eurex launched Total Return Futures (TRFs) in 2016 in response to growing demand for listed alternatives to total return swaps. Since then, the product has evolved into an instrument used by a wide variety of firms for multiple purposes, enabling firms to lock in financing (...)

Strategy

We have reduced our equity exposure through option strategies

Interview

Xavier Morin: "In 2021, we are seeing a real resurgence of interest in our strategies that are weakly correlated to the equity market"

Archives

Latest articles

Popular articles

June 2015

Innovation Euronext launches wood pellet contract expansion into renewable energy sector

Euronext today announced that it will be launching a new Wood Pellet commodities futures contract in the autumn of 2015, subject to regulatory approval. Aimed at producers, wholesalers and retailers, this physically-settled contract targeting the residential heating sector, (...)

December 2014

News New record day in Euronext milling wheat commodities

Euronext, the leading exchange in the Euro zone, today announced that on 16 December its commodities franchise achieved a second lifetime record daily volumes in the same month in milling wheat futures with 92,531 contracts (...)

December 2014

Innovation Euronext launches Single Stock Dividend Futures

Euronext, the leading exchange in the Eurozone, today announced the launch of a range of Single Stock Dividend Futures on the most liquid stocks listed on its Amsterdam, Brussels, Lisbon and Paris markets.

November 2014

Innovation State Street Global Advisors Launches the First European ETF to Provide Short Maturity Emerging Market Bond Exposure

The new ETF, which tracks the BofA Merrill Lynch 0–5 Year EM USD Government Bond ex-144a Index, looks to reflect the performance of short-maturity emerging market government debt issued in US dollars.

October 2014

News PRIAC selected to provide longevity reinsurance to Legal & General for a portion of its bulk annuity portfolio

Prudential Retirement Insurance and Annuity Company (PRIAC), a Prudential Financial, Inc. (PFI) company has announced that it will provide reinsurance to UK based insurer...

August 2014

News Nomura issues 30 Year USD Callable Zero Coupon International Bonds in Taiwan

Nomura Bank International plc (the “Issuer”) today announced that it has issued US$325 million in principal amount of 30 Year USD Callable Zero Coupon Notes due 2044 (the “Notes”). The Notes were issued out of the Issuer’s Note, Warrant and Certificate Programme and are (...)

August 2014

News ETFs and ETPs listed in Europe gathered record 10.6 billion US dollars in net new assets in July 2014 and record 42.7 billion YTD

ETFGI’s analysis finds ETFs and ETPs listed in Europe gathered a record level of US$10.6 Bn in net new assets in July, pushing YTD NNA to US$42.7 Bn, a new record level of NNA at this point in the year, outpacing the previous high of US$30.1 Bn set in (...)

August 2014

News Lyxor pursues its growth momentum in H1 2014 supported by its ETF and Alternative businesses

Lyxor Asset Management has continued its growth momentum, recording a 7% increase in AuM since the end of 2013 thus reaching EUR 86bn of assets under management.

July 2014

Note Hedge funds: The CTAs drift

Since mid-2011, CTAs cumulative loss is between -10.6% (HFRI macro systematic index) and -16.8% (Credit Suisse Managed Futures Index). For the first quarter of this year, CTAs show a drawdown of about 3% which is expected to increase in April (-0.66% for HFRX CTA index) (...)

July 2014

Strategy The potential of trend-following strategies remains intact

Penalised at the peak of the European debt crisis by highly correlated and non-trending markets, trend-following funds have retained their unrivalled ability to improve the efficiency of an investment portfolio. Better consideration of the issues associated with risk (...)

June 2014

Innovation Nomura Asset Management to launch Nikkei 225 Double Inverse Index ETF

Nomura Asset Management Co., Ltd., Japan’s largest asset management company and a wholly owned subsidiary of Nomura Holdings, Inc., today announced plans to launch a new exchange traded fund (ETF) designed to track the performance of the Nikkei 225 Double Inverse (...)

May 2014

Strategy EZ deflation risk not deterring buyers of inflation in primary

The strong demand in the primary market confirms what is already well known: whatever the inflation expectations, there is significant structural demand, notably from “buy and hold” investors such as pension funds, for bonds indexed to (...)

April 2014

Note EDHEC-Risk Institute study shows that progress remains to be made in risk management for pension funds

The survey finds that LDI is popular, but in concrete terms the fund separation approach, which is consistent with the LDI paradigm, is not yet sufficiently widely applied to manage the LDI approach optimally, especially in southern European (...)

April 2014

Innovation Koris International provides European institutional investors with full transparency on ETFs’ risks and performance

Koris International has recently launched a large scale transparency campaign on Exchange Traded Funds’ risks and performance. With over 10 years of experience in developing dynamic asset allocation solutions, mainly implemented using index funds and ETFs, the company (...)

March 2014

Regulation ESMA issues good practices for structured retail product governance

The European Securities and Markets Authority (ESMA) has published an opinion on structured retail products, setting out good practices for firms when manufacturing and distributing these products.

< 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 |> |...

Latest articles

Popular articles

Logo

Note Are markets becoming more unstable?

Readers of financial news may believe that ‘market corrections’, or ‘shocks’, or ‘five-sigma events’ are more common than they used to be. Winton Capital Management look at the historical data for a number of financial markets and find that there is no evidence for increasing (...)

Logo

Pedagogy EURO STOXX 50® Total Return Futures

About Implied Repo Rate | Product Summary | Your Benefits Trading EURO STOXX 50® Total Return Futures | Product Structure | TRF Product Specifications | Motivation & Examples

Logo

Pedagogy Eurex Market-on-Close Futures

Eurex Market-on-Close Futures (Eurex MOC Futures) are designed to significantly facilitate MOC trading since the index futures can be traded at the underlying cash market index close ahead of its actual publication.

Logo

Note The true nature of the derivative contract on French debt

The multiplication of misinterpretations related to the launch of the derivative contract on French debt leads to an apolitical analysis produced by a market professional to avoid amalgam and populism: This is a simple and useful contract, which was traded in the past in (...)

Logo

Opinion Financial correlations and loss of common sense

Isn’t correlation in finance charlatanry? We analyze this question through 4 situations that have been observed on financial markets with final investors, asset managers and proprietary traders.

Logo

Opinion Robots have taken power in finance

Describe the real world with numbers is a trend that seems to be accelerating. Thus, digital technology is associated with financial models to show that we (human) interact with our environment using mathematical (...)

Logo

News Institutional investor appetite is back for quant funds

The recent CTA performances encourage institutional investors to more closely monitor this type of hedge fund. Thus, according to Preqin, 52% of them wish to increase their exposure to this type of alternative strategy this year (vs 14% last (...)

Logo

Opinion Overview of Quantitative Finance in France

A short review of quantitative finance in France under the lens of the Next Finance website: Profile of quants, origins and outlook of the industry.

Logo

Opinion Mathematical models in finance and embedded risk underestimation

The statistical assumption of normal (log-normal) distribution of stock returns (prices) is not that strong and tail events’ occurrence is largely undervalued. Nevertheless, this modeling framework has been widely used for strong (...)

Logo

Pedagogy Eurex Exchange: Index Total Return Futures (TRF)

Index Total Return Futures (TRF) are designed to offer a listed solution for trading the implied equity repo rate. Index TRFs aim to replicate the payoff profile of an Index Total Return Swaps (TRS) in a cost efficient way. The first TRF product launch will be the EURO STOXX (...)

Logo

Note Banks Recapitalization : Implications for hybrid debt holders

Who will be recapitalized and how much? How recapitalization work? And most importantly, for investors, how does it impact bank hybrid debt? These are the issues addressed by Philip Hall, Volatility and Credit Quantitative Manager and President of Axiom Alternative (...)

Logo

Interview Philip Tindall : « We see further development of non-market cap approaches in bonds »

According to Philip Tindall, senior investment consultant at Towers Watson, there has been a lot of interest in smart betas area, and investors are beginning to allocate assets - Towers Watson’s clients have invested more than (...)

Logo

Interview Cyrille Collet: « If the systematic model is the heart of our process, our quantitative equity portfolio management advocates expertise of managers»

We believe that the best way to structure an investment strategy is an approach combining systematic quantitative analysis and critical analysis of the manager. A strong belief in CPR AM we call as "quantitative human (...)

Logo

Interview Pieter Entius : « Eurex Market-on-Close (MOC) delivers a listed solution for basis trading »

Higher efficiency and less risk - Eurex Market-on-Close Futures are designed to deliver multiple benefits to a market that has so far been dominated by OTC trading. Pieter Entius, Head of Trading at Flow Traders, shares his insights what are the key drivers and benefits from (...)

Logo

Innovation Solactive launches European Quality Market Neutral Index

Solactive is announcing the launch of the Solactive European Quality Market Neutral Index licensed to Natixis. The index is to be used as an underlying for structured products issued by Natixis.

Advanced search

© Next Finance 2006 - 2024 - All rights reserved