March 2011
Innovation EXQIM announces the launch of Exqim Blue Fund
Created by two former senior executive managers of SGAM AI, Exqim launches Exqim Blue Fund, a multi-asset fund whose investment process is based on quantitative strategies and allocation.
|
March 2011
Opinion To predict or to adapt?
According to Fabrice Foy, Quantitative Analyst at CCR-AM, we should do the exact opposite of the classical theory: the stock price does not reflect fundamentals, and if it deviates from its fundamental value, it does not necessarily tend to revert (...)
|
March 2011
News BNP Paribas Investment Partners and BNP Paribas CIB announce the creation of THEAM
THEAM will combine BNP Paribas Asset Management’s SIGMA teams with those of Harewood Asset Management which was created in 2004 at the initiative of BNPP CIB’s Equity Derivatives teams.
|
January 2011
Pedagogy TARN on REVERSE CMS
A major U.S bank has recently issued Target Accrual Redemption Note (TARN) on reverse CMS (Constant Maturity Swap). This product pays a coupon indexed on a reverse, capped and floored CMS until the sum of coupon payments reach a target (...)
|
August 2010
Reading Finance : the new paradigm
In his latest book, Philippe Herlin, in light of the crisis and following the work of Mandelbrot and Taleb, presents the agenda the question of the reliability of the classical models used in finance.
|
June 2010
Interview Jérôme Teiletche: «Replicators are complementary to hedge funds. They are also more liquid and transparent than investable indices »
Lombard Odier has been among the first asset management firms to launch investment vehicles which replicate hedge funds. We carry out an assessment with Jérôme Teiletche, the head of systematic investment strategies…
|
May 2010
Interview Nicolas Gaussel : « An asset management style which does not include any Quant element does not exist!»
Quantitative strategies, asset allocation, absolute performance…. Nicolas Gaussel, head of quantitative and structured management of Lyxor, answers our questions.
|
April 2010
Interview Sofiene Haj Taieb «The fact that some products are complex is not just to make banks happy»
Leadership in equity derivatives, product innovation, complexity, multi-asset approach: on all these issues, Sofiene Haj Taieb, Société Générale’s Global Head of Cross Asset Solutions, answers our questions
|
March 2010
Interview Gideon Ozik «funds with extensive media-coverage tend to underperform»
According to a recent research paper released by Gideon Ozik & Ronnie Sadka, US Hedge funds tend to underperform following extensive media coverage
|
March 2010
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 ...
|
February 2010
Opinion The «French Quants» must relearn to code!
In France, many financial engineers feel some aversion for IT. Some, fascinated by models, don’t consider for a second writing thousands of lines of code…
|
November 2009
Note Risk evaluation and multifractal Var
The use of «multifractal processes» for risk calculation in finance allows us to use the concept of «scale invariance» and its implications developed in fluid mechanics…
|
October 2009
People Moves Jim Simons, the « Michael Jordan » of finance retires
Jim Simons has officially announced his retirement, leaving the reins of "Medallion Fund" - without doubt one of the greatest performing management funds in history - in the hands of his two co-successors, Peter Brown and Robert (...)
|
October 2009
Pedagogy « Catastrophe bonds » or CAT bonds
Insurance companies issue this type of bonds to cover the risks associated with "disastrous" events such as earthquakes, typhoons, storms and hurricanes...
|
April 2009
Stories Jim Simons : Geometry Professor and CEO of Renaissance Technologies hedge fund
Recently named IAFE/SunGard Financial Engineer of the Year 2006, Jim Simons, brilliant mathematician and founder of Renaissance Technologies, became one of the richest men in the world, in only a few years.
|
| |
|
|
|
|
|
|
|
|
12
|
|
