Interview The Rise of TRFs – How Funds Use Them to Generate Alpha
Hedge funds and traditional institutional investors are increasingly turning to total return futures (TRFs) to get exposure to the repo market related to an underlying index such as the EURO STOXX 50® Index. Antoine Deix, Senior Equity Derivatives Strategist at BNP Paribas, (...)
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Interview Françoise Neige and Aurélie Jaclot : « a major cultural change encourages women to manage their own wealth »
Be a bank that is committed to women is the goal of Pictet, the Swiss bank, which has launched an offer of wealth management dedicated specifically to women.
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Interview Carole Zacchéo : “The war will strengthen the interest of investors and savers for the ESG theme”
According to Carole Zacchéo, CIO at Maif group, the french mutual insurance, an investor committed to an ambitious climate strategy, investments in favor of energy transition will increase, both in terms of energy efficiency and renewable energy (...)
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Interview Sabine Castellan Poquet : “To respect the ’Paris Agreements’, we will have to achieve carbon neutrality of our portfolios by 2050 at the latest”
According to Sabine Castellan Poquet, Investment Director Macif - Aema group, interest rise increase, a consequence of this resurgence of inflation, is rather positive for life insurers who are structural bond (...)
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Interview Simon Thorp : « In the Aperture Credit Opportunities fund, we use fundamental analysis as well as quantitative tools »
According to Simon Thorp, Fund Manager of the Aperture Investors SICAV - Credit Opportunities Fund (ACOF), a more inflationary environment has a direct impact on the valuation of its long positions. In such a context, he aims to reduce the duration of our (...)
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Interview Total Return Derivatives: Can Repo Emerge as a New Asset Class?
According to Antoine Porcheret, Senior Equity & Derivative Strategist at BNP Paribas, Total Return Futures constitute a listed solution to mitigate concerns surrounding the envisaged introduction of bilateral margining for non-cleared OTC (...)
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Interview Jean-Louis Bertrand : « Many companies have recognized the need to hedge against weather risk »
According to Jean-Louis Bertrand, an expert in weather risk management with METNEXT, this risk is likely over $ 400 billion per year, comparable to the foreign exchange risk. The business demand for hedging would be in the process of structuring the market (...)
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Interview Charlotte Alliot: « Index and Futures Euronext ESG 80 allow investors to invest in the 80 best performing ESG and best energy transition score listed companies in the euro zone »
According to Charlotte Alliot, Head of Institutional Derivatives, Euronext, the index ESG 80 improves the overall ESG score by 16.1% and the energy transition score by 26.2% compared to its benchmark…
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Interview Elie Ayache : « The trading of derivatives products has nothing to do with the probability distributions»
He was among the first volatility traders in the matif ! ITO33 Founder and former head of research at Dexia AM, Elie Ayache gives us his thoughts on the derivatives markets he defines as the technology...
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Interview Alain Albizzati: "It is necessary to bring more transparency to the process of quantitative fund management"
According to Alain Albizzati, Head of Alternative Investments and Structured Products at Lazard Frères Gestion, private investors and institutional investors do not have the means to perform very advanced "due diligence,", and focus on local and recognized management (...)
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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.
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Interview Jeremy Bell : « The rescue plans will not hamper the availability of liquidity to funds »
According to Jeremy Bell, business lawyer and associate at Ashurst in London, some firms are making sure that their euro deposits are in bank accounts located in strong Eurozone countries instead of accounts in weak (...)
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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
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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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Interview RARE Infrastructure’s View on Trump’s infrastructure plan
According to Richard Elmslie, Co-Chief?Executive?Officer, Co-Chief Investment Officer and Portfolio Manager, Trump’s administration needs to establish a framework that needs to be robust enough to provide the private equity and debt sufficient comfort that, over the life of (...)
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