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September 2012

Pedagogy New milestones achieved in Eurex’s futures on French government bonds

Eurex Exchange has recently set several new records in its Euro-OAT Futures. In August 2012, open interest exceeded for the first time the 100,000 threshold with 104,869 contracts. Trading volume in July also set a new record, both in average daily volume with about 19,600 (...)

December 2011

Strategy The main trading recommendations of Goldman Sachs for 2012

The American bank’s suggests the following strategies as its flagship trading recommendations in 2012: Short on the German bund with an expected 2.8% 10 year return and long EUR / CHF with 1.35 as target…

December 2011

Interview Olivier Davanne and Thierry Pujol : « Our investment process is carried out along with systematic evaluations of risk premiums !»

According to the two co managers of Groupama Risk Premium, the high price of the markets and the systematic evaluation of risk premiums play an essential role in their investment decisions. This is a unique approach in (...)

November 2011

Strategy Systematic managers call into question the status of core European sovereign debt as a risk-free asset

Global Macro managers explicitly follow defensive strategies: short exposure to equities (around -20%) and long exposure to the US sovereign debt. On their side, CTAs managers are more aggressive...

November 2011

Opinion On debt watch: why China can’t save the world

As China faces up to its debt problems investors should be poised for turbulence and opportunity, writes Robin Parbrook, Head of Asia (ex Japan) Equities.

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