https://www.next-finance.net/en
Quantitative Management

Highlights

July 2020

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 (...)

Strategy

Our take on opposite Macro/CTA views on bonds

Strategy

CTAs lead the pack in April

Archives

Latest articles

Popular articles

January 2012

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.

November 2011

Pedagogy How to develop a quantitative model for stock picking ?

Cyrille Collet, Christian Lopez and Alexander Decoene from CPR AM show us how to make static combinations of factors to create a model for stock picking on a given universe ...

November 2011

Stories Capital Fund Management: Simply the best?

Discus Fund, one of CFM flagship funds, posted 23 percent year-to-date positive returns as of october end, the best performance amongst all the global systematic funds. This is the confirmation the know-how of the French manager which has shown exceptional trackrecords for (...)

November 2011

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 (...)

November 2011

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.

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 ...

< 1 | 2 | 3

Latest articles

Popular articles

Logo

Strategy Alternative risk premia weathering Brexit storm well

Pierre-Yves Moix, co-manager of the Alternative Risk Premia strategy at GAM, comments on how the growing alternative risk premia industry has delivered strong performance in the uncertain Brexit environment – proving once again its strong diversification and market neutral (...)

Logo

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.

Logo

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 (...)

Logo

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 (...)

Logo

Strategy An example of Quantitative Strategy: The Low Volatility approach

Low volatility indices and, more broadly, products based on quantitative strategies aiming to select only low-volatility stocks, have met with growing success with the financial community and investors. However, most of these indices have major drawbacks that cannot always (...)

Logo

Stories Capital Fund Management: Simply the best?

Discus Fund, one of CFM flagship funds, posted 23 percent year-to-date positive returns as of october end, the best performance amongst all the global systematic funds. This is the confirmation the know-how of the French manager which has shown exceptional trackrecords for (...)

Logo

Opinion Brexit illustrates the diversification benefits of trend-following strategies

During the Brexit, the average CTA did very well: the SG Trend Index, a performance indicator for trend-following strategies, jumped 2.9% on 24 June. Trend-following strategies outperformed both equities, with the MSCI World Index dropping 4.9%, and hedge funds in general, (...)

Logo

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 (...)

Logo

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 ...

Logo

Opinion Quantitative Management: French Managers make resistance

Despite respectable performances, French quantitative managers are struggling to significantly increase their assets. Is it the fault of too cold local institutional?

Logo

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.

Logo

News Barclay CTA Index Down 0.39% in November; Profits in Bonds and Yen Not Enough to Overcome Losses in Other Sectors

Managed futures lost 0.39% in November according to the Barclay CTA Index compiled by BarclayHedge. The Index has lost 1.45% year to date, compared to a gain of 0.73% in the S&P GSCI Index.

Logo

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 (...)

Logo

Strategy “Guru” strategy: back to basics with a quantitative equity strategy

As its name so aptly suggests, a “Guru” strategy combines the expertise we have gleaned from history’s greatest fund managers with the advantages of quantitative investment management.

Logo

Note Hedge funds: The CTAs drift

Since mid-2011, CTAs cumulative loss is between -10.6% (HFRI macro systematic index) and -16.8% (Credit Suisse Managed Futures Index). For the first quarter of this year, CTAs show a drawdown of about 3% which is expected to increase in April (-0.66% for HFRX CTA index) (...)

Focus

News Institutional investor appetite is back for quant funds

The recent CTA performances encourage institutional investors to more closely monitor this type of hedge fund. Thus, according to Preqin, 52% of them wish to increase their exposure to this type of alternative strategy this year (vs 14% last (...)

Advanced search

© Next Finance 2006 - 2024 - All rights reserved