Strategy
All article related asset management strategies
Single Strategy
Strategy,
November 2020
Most L/S Equity emerge unscathed from factor rotations
Several hedge fund strategies have momentum biases, in particular L/S Equity, and CTAs. Considering the fact that this rotation took place in a bullish environment, most hedge fund strategies ended the week in positive (...)
Strategy,
October 2020
Hedge fund positioning ahead of U.S. Elections
If past elections provide any guidance, prospects for a Trump reelection look slim. History suggests that a second term reelection almost always requires strong growth. In most past election campaigns, polls did not materially shift after (...)
Strategy,
October 2020
Our thoughts on the rally in momentum stocks
Momentum is a strategy which buys stocks trending higher and sells stocks on a downtrend within an index. It is systematic and has no considerations for earnings, valuation, or other fundamental metrics such as (...)
Strategy,
October 2020
Are investors too confident?
With stock markets close to all-time highs at a time of very elevated economic uncertainty, the question arises if investors have become too confident. Today’s chart from The Yale School of Management Stock Market Confidence Indexes reveals how probable U.S. individual and (...)
Strategy,
July 2020
Machine Learning : Choosing the best regime for you!
Machine learning and big data techniques have been developed making it possible to apply sophisticated mathematical models (hidden Markov switching models, which we will examine later) to financial data series in order to identify market regimes. All this has created scope (...)
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Multi-Management
Innovation,
May 2016
GAM launches next generation of multi asset solutions with target return range
The GAM Star Target Return Fund and GAM Star Target Return Plus Fund aim to deliver consistent returns of Libor +3% and +5% per annum, respectively, without significant equity, duration or credit risk.
Interview ,
December 2012
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...
Strategy,
November 2011
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...
Strategy,
November 2011
Jean-Louis Nakamura and Jérôme Teiletche : «risk-parity portfolios provide real diversification »
According to Jean-Louis Nakamura, CIO Asset Allocation and Jerome Teiletche, Head of Systematic Strategies and Alternative Portfolio Construction at Lombard Odier, the Risk parity approach is a growing interest to pension funds (...)
Strategy,
October 2011
Management of hedge fund portfolios during crisis periods: the contribution of systematic overlays
The implementation of systematic overlays can be considered as an alternative to short-term rebalancing of hedge fund portfolios, or as an active component of alternative allocations.
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Currencies: The investment theme of the next decade?