Pedagogy EURO STOXX 50® Total Return Futures
About Implied Repo Rate | Product Summary | Your Benefits Trading EURO STOXX 50® Total Return Futures | Product Structure | TRF Product Specifications | Motivation & Examples
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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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Note The true nature of the derivative contract on French debt
The multiplication of misinterpretations related to the launch of the derivative contract on French debt leads to an apolitical analysis produced by a market professional to avoid amalgam and populism: This is a simple and useful contract, which was traded in the past in (...)
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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 (...)
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Note The Timing Impact Approach: How particularities of carbon markets influence market ?
With the current ‘back-loading’ proposal of the European Commission on the table it is essential to further examine the specialities of carbon markets to assess the implications of the proposal on the market development of the EU ETS. An emission right is a new kind of good (...)
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Note Banks Recapitalization : Implications for hybrid debt holders
Who will be recapitalized and how much? How recapitalization work? And most importantly, for investors, how does it impact bank hybrid debt? These are the issues addressed by Philip Hall, Volatility and Credit Quantitative Manager and President of Axiom Alternative (...)
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Stories Key Quant: New revelation of systematic management
"Key Quant”. The saga of Robert Baguenault de Viéville and Raphael Gelrubin could be summarized in these two words, the name of the company they run. Specialized in systematic trend-following management strategies (trend following (...)
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Interview Bruno Dupire: «The problem of finance is not to compute......»
A pioneer of local volatility models and leader of quantitative research at Société Générale then Paribas, Bruno Dupire, gives us his vision of markets and responds to criticism of the local volatility...
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Regulation High Frequency Trading (HFT): Positive for forex market and negative for equities ?
While the AMF and European regulators plan to limit or prohibit HFT, the BSI considers it to be beneficial to the foreign exchange market in normal times and in times of stress...
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Opinion Robots have taken power in finance
Describe the real world with numbers is a trend that seems to be accelerating. Thus, digital technology is associated with financial models to show that we (human) interact with our environment using mathematical (...)
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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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Innovation Euronext extends the segment for Spotlight Options to France
As part of its strategy to develop its derivatives segment, Euronext introduces today the first “Spotlight Options” on the Paris market. The dedicated segment for spotlight options benefits from a unique market model designed by Euronext to give more visibility to underlying (...)
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Note The scale of longevity risk is too vast for insurers alone without the development of a capital market!
A liquid capital market in longevity risk can ensure long-term funding of people’s longer lives, says Swiss Re’s newest publication, A mature market: Building a capital market for longevity risk.
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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
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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…
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