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 (...)
|
Strategy Slow and steady march towards a higher volatility regime
Volatility regimes are decisive for most investment approaches, particularly hedge funds. For both top down players (CTAs, Global Macro, FI Sovereign Arb.) and bottom-up strategies (L/S Equity, Event Driven, Credit Arb.), volatility deeply influence their universe and the (...)
|
News Amaranth and its prominent trader Brian Hunter prosecuted
The CTFC lodged a complaint against the Amaranth hedge fund and its former prominent trader Brian Hunter for attempting to manipulate prices on the natural gas futures market...
|
Strategy Dollar depreciation helps CTAS
Since the U.S. presidential election on November 3 th, the USD has started a descent that may have legs under the new administration. The easing of trade tensions and an accommodative policy mix could put additional pressure on the DXY, which was down -1.7% since the (...)
|
Note ESMA report values EU Alternative Investment Funds at €4.9 trillion
The European Securities and Markets Authority (ESMA) today published its first statistical report on European Union (EU) Alternative Investment Funds (AIF). The study finds that the EU AIF sector in 2017, as measured by Net Asset Value (NAV), amounted to (...)
|
News Union Bancaire Privée to acquire Nexar Capital Group
Union Bancaire Privée, UBP SA (“UBP”), one of Switzerland’s leading and best-capitalised private banks and a leader in the hedge fund industry, announced today that it has signed a definitive agreement to acquire Nexar Capital Group (“Nexar”), a global alternative investment (...)
|
Strategy Long or short, Andreas Schmidt?
The Global Head of Primary Private Equity at Deutsche Asset & Wealth Management discusses opportunities and risks in co-investments...
|
News What are activists buying after the storm?
The Special Situations strategy went through a roller coaster since February. Typically, due to their long structural market beta, managers tend to underperform in risk-off episodes. However, as they also tend to look beyond short-term volatility, they usually rebound (...)
|
News PRIAC selected to provide longevity reinsurance to Legal & General for a portion of its bulk annuity portfolio
Prudential Retirement Insurance and Annuity Company (PRIAC), a Prudential Financial, Inc. (PFI) company has announced that it will provide reinsurance to UK based insurer...
|
Strategy JPY at risk of reversal: who wins? who loses?
JPY and Japanese equities were the outcast of the rally, in diffidence of Abenomics’ and BoJ’s chances of success. They bear a risk of a reversal ahead of the coming BoJ meetings (April 28 & June 16) and the July Upper House (...)
|
Note 2014 Sees Alternative Assets Industry Near $7tn in Value
Preqin launches its 2015 Global Alternatives Reports, which reveal significant growth in assets held by private equity, hedge fund, private debt, real estate and infrastructure fund managers. Total industry assets now stand at $6.91tn, up from $6.22tn as of this point last (...)
|
People Moves AXA IM announces details of new investment team focused on liquid absolute return strategies
AXA Investment Managers (AXA IM) today announces details of its new investment team focused on liquid absolute return strategies – AXA IM Chorus. The creation of this new team was first announced in April 2016 when Pierre-Emmanuel Juillard re-joined AXA IM to build and lead (...)
|
News Top 20 largest hedge funds
According to Bloomberg, the $69 billion Man Group tops the list of the largest hedge funds, an industry that is selectively recovering.
|
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 (...)
|
News Risk Assets on the Rise and Supportive Alpha: a Nice Cocktail for Hedge Funds
Markets have gone back and forth while assessing the prospects for Trump’s economic plans and the timing of U.S. rate hikes. Last week, risk assets in DM and EM progressed, stirred by supportive data and Trump’s plans to unveil a “phenomenal” tax policy. Most hedge funds headed (...)
|
