Selected insights on structured products | Academy

Market neutral: playing vol and correlation

Within the funds world there are many interesting strategies used by managers to provide diversification or outperformance over the mainstream funds in the traditional asset classes.

01 Sep 2021 by Tim Mortimer, FVC

Citi takes portfolio management and QIS to the next level

Citi’s multi-asset active allocation solution, developed in partnership with BlackRock as allocation provider and distributed so far in Asia via a third party private bank and retail aggregator, is gaining traction as demand for QIS and active management increases.

06 May 2021 by Citi - Sponsored Content

Industry has shown resilience, now it is at an inflection point

Over the last few years, the structured product industry has responded well to regulatory and transformational change.

29 Apr 2021 by David Wood - Luma Financial Technologies

Pharma in structured products (part 5) - option trading strategies and delta hedging

The next section of our analysis focuses on call butterfly, iron condor, bull call spread and bear put Spread option strategies and how adequately their profit potential has been realised in the case of Teva Pharmaceutical (Teva), BioMarin Pharmaceutical (BMRN), HCA Healthcare (HCA), Merck (MRK), and Fresenius Medical Care (FMS).

26 Mar 2021 by Filip Dyankov

Pharma in structured products (part 4) – technical analysis of pharmaceutical stocks

In this article we apply the Donchian Channel on a sample of 16 stocks – Amgen, Bayer, Biogen, BioNTech, CSPC Pharmaceutical Group, CVS Health, Exact Sciences, Fresenius, Gilead Sciences, Merck, Moderna, Pfizer, Sanofi, Teladoc Health, UnitedHealth, and Vertex Pharmaceutical), as well as the Chakin Moneyflow Index and Aroon Up/Down indicator on a set of five securities.

25 Mar 2021 by Filip Dyankov

Pharma in structured products (part 3) – performance and underlying analysis

In the third part of our analysis, we look at the markets that saw the best performance for pharma products during 2020 as well as modern portfolio theory (MPT) considerations and its deficiencies when applied to the structured product ecosystem.

24 Mar 2021 by Filip Dyankov

Pharma in structured products (part 2) - stagnating issuance in main pharma markets

Buoyant issuance in Malaysia, Belgium and France; reverse convertibles linked to pharma companies have been less affected than growth products, notably the leverage long with stop loss; US breakdown – CVS Health losing ground in sales, Merck records sustained growth.

23 Mar 2021 by Filip Dyankov

Pharma in structured products - issuance & sales

Underlying analysis of pharma-based structured products amid a challenging economic climate shows falling sales and issuance.

22 Mar 2021 by Filip Dyankov

Gamestop: a modern stock drama

Just when experienced traders and investors think they have seen everything, something unexpected always comes along.

Selected insights