News category: Alternative Risk Premia

USD481 billion Neuberger Berman has developed strategies using index and exchange traded fund options to profit from market fluctuations across the S&P 500, MSCI Emerging Markets and MSCI EAFE.

Continue reading

For some family offices investing in emerging markets has become much harder. European managers gathered for the FundForum Monte Carlo 2024 event in late June to discuss how family offices have seemingly “fallen out of love” with emerging markets due to underperformance.

Continue reading

It’s 2024 and there’s a bubble in artificial intelligence, but while everyone sits around waiting for volatility to make a comeback, they’re doubling down on AI-fueled quant strategies. Cliff Asness says the machines are making more decisions at AQR and, as Bloomberg reported earlier this month, many active hedge funds are now piling into quant

Continue reading

One midwest public plan is enjoying a strong uptick in returns from its equity smart beta portfolio.

Continue reading

As volatility continues to hover near its year lows, Forbes asked this week is volatility on summer holiday? On Friday the VIX closed at just over 13. For equity bulls, the low level of volatility is an encouraging sign. However, those that have been around a little while will know that it’s when things get

Continue reading

London-based consulting firm bfinance is seeing an uptick in investor interest in hedge fund strategies. Toby Goodworth, head of liquid markets, said this is being driven by a combination of the hedge fund industry being in a period of more sustained positive returns as well as investors seeking diversification. A broad swathe of hedge fund strategies are seeing new inflows. 

Continue reading

EUR110 billion BBVA Asset Management is finding value in its alternative risk premia and quantitative investment strategies allocations for portfolio diversification. “2024 is the fourth year in a row in which ARP vehicles obtain positive returns with decorrelation with traditional assets,” said Laura de Frutos, head of alternative risk premia at BBVA AM in Madrid.

Continue reading

Julien Turc, head of the quantitative investment strategies lab at BNP Paribas, said quantitative investment strategies can help investors benefit from market fluctuations by systematically monetizing volatility in financial markets.

Continue reading

In recent years, quantitative investment strategies have surged in popularity, offering a solution to the shortcomings associated with hedge funds.

Continue reading

I was in sunny Paris this week at TradeTech Europe and it got me thinking about how markets are increasingly interconnected and whether it is a positive development or not. Panelists were talking about how derivatives strategies are becoming less exotic and increasingly mainstream among institutions, with multi-asset investors using more sophisticated derivatives strategies and

Continue reading