Tag: Quantitative strategies
Decrement indices and autocallable structures: the good, the bad and the ugly
International | Expert View
29 Nov 2021 by Eric Barthe
This article looks at how these indices are built, how they differ from real indices and the potential consequences for the investors and for the banks.
Expert view: thematic baskets have been in focus this year
International | Indices
26 Nov 2021 by Pablo Conde
Latest research from the Deutsche Bank quantitative investment strategies (QIS) team takes a look at curve momentum and curve spillover momentum strategies as a source of return.
SRP in brief: upside down
International | Industry
06 Apr 2020 by Amélie Labbe
The dust has not settled on recent market correction events, and ambient volatility and uncertainty are at levels rarely seen before. There are few – if any – parts of the market that have been unaffected by the turmoil caused by the global Covid-19 outbreak as we discussed last week.
SG & QIS (Part 2): Smart beta is more suitable than risk premia for retail structured products
International | Indices
01 Apr 2020 by Pablo Conde
Following yesterday’s article covering the research side of quantitative investment strategies (QIS), Guillaume Arnaud (pictured), head of quantitative investment solutions at Société Générale, provides an overview of the practical applications of these strategies in the market and how they reached the retail space.
SG and QIS: Improving portfolio allocation, risk management
International | Indices
31 Mar 2020 by Pablo Conde
Demand for quantitative index strategies (QIS) remains high among institutional investors given the fee compression environment most players are experiencing, and the search for alpha in less predictable markets. But they are also becoming increasingly visible in the retail structured products distribution business.
Exclusive - S&P DJI: the market craves risk premia indices
Asia Pacific | Indices
12 Mar 2020 by Pablo Conde
The S&P 500 index continues to be at the top of investor preferences when it comes to structured products in Asia Pacific.
BNP Paribas teams up with Napoleon in ‘dinamix’ QIS strategy
Europe | Products
02 Oct 2019 by Pablo Conde
BNP Paribas Asset Management (BNPP AM) and Napoleon Capital have joined forces to launch the Napoleon World Equities AR Dynamix Fund, a new product providing access to an absolute return quantitative strategy investing in global equities.
People: JP Morgan Priips stalwart steps down
International | People
13 Sep 2019 by SRP News
City of London Sheriff and Joint Associations Committee (JAC) chairman exits industry; German and Austrian trade bodies strengthen links; Credit Suisse bolsters Impact Advisory team; UBS poaches senior executives from BNP Paribas and Deutsche Bank, and more.
Former StanChart head of EQD trading joins fintech platform
Asia Pacific | People
04 Sep 2019 by SRP News
PremiaLab expands senior management team with quantitative and risk premia investment strategies specialist.