Strategy Managed futures strategies
This type of strategy is based on a simple idea: try to take advantage of an exposure on futures contracts («Futures») with the underlying being a financial instruments or a commodity ...
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Interview Alain Albizzati: "It is necessary to bring more transparency to the process of quantitative fund management"
According to Alain Albizzati, Head of Alternative Investments and Structured Products at Lazard Frères Gestion, private investors and institutional investors do not have the means to perform very advanced "due diligence,", and focus on local and recognized management (...)
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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.
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Interview Arnaud Chrétien and Serge Darolles : «The objective of QuantValley is to become the calling card for French Quantitive management»
Challenges, positioning and quantative management outlook in France. Arnaud Chrétien and Serge Darolles, respectively Chairman and deputy chairman of QuantValley, answer our questions and introduce us to their project aimed at promoting Paris’ image as a city of (...)
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Opinion Quantitative management: the THEAM way
At THEAM, a subsidiary of the BNP Paribas Group, our development strategy involves promoting the added value that quantitative techniques can bring to the field of asset management.
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News Systematic strategies are back
For the second month in a row, CTAs outperformed hedge fund strategies in April. According to the Lyxor CTA peer group, the strategy was up +1.6% in April, which brings the year-to-date performance close to +5%.
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Note Investors increasingly embrace quantitative strategies
Over two thirds of respondents of the Deutsche Bank annual Alternative Investment Survey invest in systematic strategies, including one in every two who plan to add to one or more quantitative sub-strategies in 2016. The largest investment consultants and pension funds are (...)
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Pedagogy Performance fee impact
These fees are far from being insignificant for investor returns. According to Duncan Wilkinson, CEO of Alpha Simplex, more and more hedge fund managers, especially in the United States, have decided to offer products without any performance fees; a trend that should (...)
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Interview Nicolas Duban & Jérôme Coirier : « This year, among the 70 reviewed projects, a significant number is related to quantitative asset management companies »
According to Nicolas Duban and Jérôme Coirier, Chairman and CEO of NEXT-AM, subsidiary of La Française AM, managing minority interests of the Group, associated with investment partners, some projects could be in the pipeline, in the near (...)
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Stories Axa Rosenberg: a $217 million bug.
The American quantitative management firm is struggling to get over a scandal that originated from an IT error and which lead 600 of its clients to lose money.
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Opinion Has the selloff left scars on stock pickers and trend-followers?
Hedge funds strongly recovered from the selloff, with only two exceptions: i) the fixed income funds, flat this week, still isolated from the epicenter, and ii) neutral equity funds, still suffering from sector and factor rotations. This week, we checked if the selloff (...)
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Interview François Lhabitant : «We have received dozens of proposals but only one long / short manager passed our selection ! »
Established in 2001, Kedge Capital manages the assets of the Bertarelli family. The company invests successfully nearly $ 6 billion in hedge funds, for a net return of 6.7% annually since its inception...
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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 (...)
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News A Taste of Summer for Hedge Funds
The winning streak for hedge funds continued last week with all strategies, besides CTAs, benefitting from the stabilization of market conditions. The Lyxor Hedge Fund Index was up 0.5%, bringing the month to date performance to a solid (...)
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News Seeyond becomes an affiliate of Natixis Investment Managers
Seeyond was until now the quantitative investment division of Natixis Asset Management, itself an affiliate of Natixis Investment Managers. Seeyond aims to double its assets under management by 2021 and expands its global (...)
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