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November 23

Strategy 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 (...)

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A country divided

Strategy

Hedge fund positioning ahead of U.S. Elections

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October 19

Strategy 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 (...)

October 1

Strategy 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 (...)

July 27

Strategy 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 (...)

July 16

Strategy Investment Style Rotations - Growth versus Value

Style rotations, where investors switch one type of investment style for another, are nothing new. At some point during most investment cycles different styles – such as growth, quality and value – will outperform at different points as investors rotate in and out depending on (...)

May 25

Strategy Should you care about biodiversity ? Investors have a role to play in habitat and species protection

Biodiversity is in the spotlight nowadays as previous international agreements expire, making 2020 a year of assessment and target-setting for politicians, legislators and businesses. What exactly is biodiversity and why is it (...)

May 4

Strategy The impact of COVID-19 on global high yield

As an increasing number of companies battle the economic consequences of COVID-19, their ability to service bond payments is coming under intense scrutiny. In this Q&A, Sunita Kara considers whether current high-yield valuations adequately compensate investors for (...)

April 28

Strategy ESG and climate: When credit becomes sustainable

Those investors who have opted to incorporate ESG and climate issues into their portfolios will emerge from the crisis with even greater faith in their convictions and all the keener to take more action for the future. New investors will undoubtedly soon join the movement to (...)

April 14

Strategy CTAs as shock absorbers

In the space of alternative strategies, Global Macro and Event-Driven strategies rebounded the most since March 23rd. Both Merger Arbitrage and Special Situations sub strategies benefitted as M&A deal spreads tightened significantly since (...)

April 6

Strategy Opportunity in volatility

The first three months of 2020 go down in history as the worst Q1 ever for global stock markets. Many measures of market stress reached levels last seen in the financial crisis and some price moves were on a scale not witnessed since the great Crash of 1929. The surge in (...)

April 2

Strategy Asset allocation update: credit upgraded amid fluid and uncertain backdrop

The ultimate public health costs and economic impact of Covid-19 are at this time unknown. Public health responses have weighed the human cost of intensive care units being overwhelmed and the number of preventable deaths exploding against the jump higher in (...)

March 19

Strategy Quality stocks remain our focus amid the volatility

Markets last week scrambled to come to terms with two major exogenous shocks: the spread of the COVID-19 virus and the oil price slump. Such shocks to the global economy are rare. Two huge and unconnected shocks coming within days of each other is an unprecedented (...)

December 2019

Strategy Trump trumped: will fundamentals win the day in 2020?

When looking ahead to next year it is easy to focus on the many uncertainties around the world, but we prefer to focus on what we consider a certainty: the continued, rapid digitalisation of the financial services industry. We have already seen huge disruption on this front (...)

November 2019

Strategy Solving for 2020 : Ten for 2020

The heads of Neuberger Berman’s investment platforms identified the key themes they anticipate will guide investment decisions in 2020.

November 2019

Strategy Small, Medium, Large HF: How to choose?

Should alternative portfolios favor smaller, medium, or larger hedge funds? The choice might not be as obvious as before and may be more dependent on the stage of the business cycle. For many years, small hedge funds have steadily outperformed their large peers, sometimes by (...)

October 2019

Strategy Trend reversals briefly halted the CTA rise

Despite the escalation of trade tensions during the third quarter, economic activity has remained quite resilient. Macro data releases even managed to beat expectations in the U.S. and in Japan, leading to a sudden rise in bond yields over the course of (...)

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Strategy Risk factor investing explained

Risk factor investing is growing in popularity, but there’s a risk of getting lost in the factor “zoo”. In this Expert Opinion Thierry Roncalli, Head of Quantitative Research at Lyxor Asset Management, explains the concept of risk factors and distinguishes between facts and (...)

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Strategy US dollar now sole safe haven currency

The US dollar will increasingly benefit from the flight to quality as the appeal of other ‘safe haven’ currencies wanes, according to Jack McIntyre, portfolio manager at Brandywine Global, a subsidiary of Legg Mason.

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Strategy Longevity Swap: Deutsche Bank to hedge Rolls-Royce Pension Fund

Deutsche Bank has entered into a longevity swap with the Trustees of the Rolls-Royce Pension Fund. Under the agreement, Deutsche Bank will hedge the longevity exposures of the scheme

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Strategy How Smart is ‘Smart Beta’ Investing?

Investors increasingly embrace “smart beta” investing, by which we mean passively following an index in which stock weights are not proportional to their market capitalizations, but based on some alternative weighting scheme. Examples include fundamentally-weighted indices (...)

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Strategy Why is smart beta a true revolution?

So what is “smart beta”? A mere revolt against traditional indices? No, Sir, it’s a true revolution – the factor investing revolution. The questioning of allegiance to traditional indices, which until now were used broadly despite some serious drawbacks, has only just begun, but (...)

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Strategy How helicopter money works

Monetary financing isn’t a wacky new policy and is easy to understand once you look at ‘money’ the right way. We should treat government debt and taxation as two forms of monetary sterilisation rather than financing (...)

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Strategy Results and Prospects in Emerging Markets

Glen Finegan, Head of Emerging Market Equities, provides a detailed update on the Henderson Emerging Markets Strategy, covering recent market drivers, performance and activity, and his outlook for the asset class.

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Strategy Subordinated debt – worth a look for yield-starved investors

Bonds yield little, while equities are not particularly cheap. Against that unappealing backdrop, looking beyond the beaten track for alternatives may prove rewarding. Anthony Smouha, CEO of Geneva-based Atlanticomnium, explains why he believes that junior debt could be an (...)

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Strategy The impact of COVID-19 on global high yield

As an increasing number of companies battle the economic consequences of COVID-19, their ability to service bond payments is coming under intense scrutiny. In this Q&A, Sunita Kara considers whether current high-yield valuations adequately compensate investors for (...)

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Strategy From Smarter Beta to Smart Alpha

Unlike cap-weighted indexes, smart beta strategies are not buy-and-hold: they require trading and rebalancing to maintain their respective exposures. This can have a surprising impact on long-term performance, and may also provide a cause for concern in the shorter (...)

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Strategy 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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Strategy Stockpicking strategies remain in the driving seat

Market developments in May saw some trend reversals across the fixed income and commodity space. On the one hand, the unfolding of the Italian political crisis coincided with a rebound of U.S. Treasuries during the second half of May. On the other (...)

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Strategy Five Emerging-Market Brands to Watch

Abracadabra! – here come emerging-market brands. Now that Alibaba has proved it can be done, expect to see more. Here’s a look at five possibles.

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Strategy Natixis Asset Management’s outlook and investment strategies: where to get value in 2016?

Natixis Asset Management foresees growth picking up in the euro zone, aided by an everaccommodating ECB, even if global growth should remain moderate again this year...

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Strategy Does a liquidity factor premium exist in the stock market?

Academic studies present ample evidence in support of the existence of four factor premiums in stock markets: Low Risk, Value, Momentum, and Quality. Factor investing puts these concepts into practice by enabling investors to allocate their capital explicitly to these (...)

Focus

Strategy CPR AM has recently launched CPR Invest – Global Disruptive Opportunities | A look back at an accelerating phenomenon: disruption

The recently theorised phenomenon of "disruption" is defined as a process whereby a product, a service or a solution disrupts the rules on an already established market. Technological progress, along with the globalisation of trade and demographic changes are now helping to (...)

Focus

Hidden assets

Learn about hidden assets (volatility, correlation,...) and related strategies

Multi-asset funds

Special Focus on Multi-asset funds: Prevent structural asset allocation biases to improve responsiveness, Allocation strategy for 2017, Multi-Asset Funds Face Investors Scrutiny on Flexibility…

Smart Beta

Special focus on Smart Beta & Factor Investing : Beta positionning and outlook within current asset management framework | Risk factor investing | Factors Value, Momentum, Low Volatility, Quality | Smart Beta and Low Carbon | Smart Beta and (...)

Strategies on dividend derivatives

Dividends : New strategies - Analysis, investment perspectives and strategies on dividend derivatives....

Alternative Risk Premia

Alternative Risk Premia: Alternative Risk Premia strategies | Using Risk Premia for a true diversified portfolio | Investors Increase Pressure on Hedge Funds to Lower Fees | Combining différent styles for risk premia (...)

Infrastructure

Infrastructure : A Growing asset class | The role of pension funds | Energy infrastructure | The MLP example | Accessing the US Energy Infrastructure with MLP ETFs....

China

China : Invest in domestic chinese stocks with ETFS-E Fund MSCI China A GO UCITS | Chinese domestic equities could benefit from more economic stimulus| Li Kequiang’s Chinese growth indicator …

Gestion Obligataire

Gestion Obligataire : Quelle allocation d’actifs obligataires ? | Rallonger la maturité des investissements | La recherche de rendement, un exercice de plus en plus difficile | Investir en volatilité sur les obligations américaines | Déclin de la liquidité du crédit | Rendements (...)

Gestion Action

Gestion Action – Comment investir dans les actions thématiques ? Small Caps, Growth, Value, Momentum, High Dividend, Equity Europe Income Defensive... Quel style de gestion pour quel rendement/risque ? La bulle sur les stratégies à faible volatilité est-elle en train d’éclater (...)

ETF Actions américaines

Actions américaines : comment investir à ce stade du cycle ? Avec une collecte record de 16 milliards d’euros à fin août, soit 70% de la collecte totale du marché des ETF européens, les actions américaines dominent largement les flux ETF depuis le début de (...)

Actions Thématiques - Special Disruption

Actions Thématiques - Special Disruption - La pandémie du Covid 19, accélérateur de la disruption sur le long terme : En quelques semaines, l’innovation s’est accélérée, les taux d’adoption à de nouveaux usages ont explosé : télémédecine, apprentissage à distance, loisirs confinés… (...)

Special Investissement Responsable

Special Investissement Responsable - A quoi correspond le S de ESG ? Qu’est-ce que l’Investissement Responsable ? Qu’est-ce que l’Impact Investing ? Quelle action aurais-je en tant qu’investisseur ?

Forex

l’actualité et les stratégies sur le marché du change

Last commented articles

FR Stratégie Démonstration mathématique des raisons pour lesquelles les titres de croissance battent les titres "value"
Read comments Update October 29,  21:34
Strategy Targeting positive returns in an uncertain climate
Read comments Update May 2019
FR Stratégie L’intérêt d’une exposition dynamique aux obligations
Read comments Update February 2019
FR Stratégie Les « actions protégées », une stratégie séduisante à calibrer sur-mesure
Read comments Update July 2017

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