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 (...)
|
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 (...)
|
Pedagogy Back to the future, may 2011: Nobles Crus and Earth Element Fund
Yesterday they were introduced as innovatives products. Today, How far have they got and what are the prospects for tomorrow ? Two products in the spotlight this month: Nobles Crus or the blend of passion for wine and financial investment, and a quantitative systematic (...)
|
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 (...)
|
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 (...)
|
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 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.
|
Innovation Elite Advisers launches Precious Time, a fund which invest in collectible watches
Up to 50% will be invested in Patek Philippe watches, 30% in Rolex, Breguet, Audemars Piguet, Vacheron Constantin and Cartier
|
News The market for catastrophe bonds (« Cat bonds ») remains dynamic!
Over the 12 months, the market for Cat bonds - bonds issued by securitization structure to refinance insurance risks related to natural disaster - remains dynamic, both in terms of volume and performance...
|
News The year 2016 gets off to a great start for CTAs
Year to date, most alternative strategy performance are negative. Despite this challenging environment, CTAs have recorded an excellent start since the beginning of the year. According to Credit Suisse, CTAs posted a gain of 7.38% in late February 2016, the strongest (...)
|
Note ESMA report values EU Alternative Investment Funds at €5.8 trillion
The European Securities and Markets Authority (ESMA) today published its second statistical report on European Union (EU) Alternative Investment Funds (AIF). The study found that the EU AIF sector in 2018, as measured by Net Asset Value (NAV), amounted to €5.8tn or nearly 40% (...)
|
Stories John Arnold : The natural gas guru
John Arnold came under the spotlight in 2006 after the fierce battle with Brian Hunter, Amaranth Advisors’ star trader, on the U.S. natural gas market.
|
Strategy Agricultural land rush of investment funds!
After launching products indexed to changes in prices of agricultural products, many banks and investment funds are turning now to the land acquisition...
|
Kiosk Alternatives to financial markets investments
The financial investment is not limited to financial markets assets and the current uncertainties obviously feed such thoughts. Indeed, there are many investment vehicles that could create value in a portfolio.
|
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 (...)
|