Quantitative Strategies Volatility Strategies

Simplify’s Roxton McNeal Talks QIS, Implementation Challenges

Dec 12, 2024

News category: Commodities

U.S. State Pension Sees Commodities Boost

Jun 17, 2024

Commodities positions are boosting returns at the largely passive USD10.8 billion Wyoming Retirement System.

Asset Managers Monetizing Tail Hedges To Fight Downside Risk - Global EQD

Jun 6, 2024

Asset managers weighed in on different ways of using hedging strategies to generate liquidity, capitalize on market opportunities and diversify against factor risks on day two of Global EQD.

Janus Henderson Eyes Favorable Conditions For Option Convexity, Commodities, Trend

Jun 5, 2024

Mark Richardson, portfolio manager at Janus Henderson in London, said the current market regime is proving favorable for structural buyers of option convexity.

Co-Managers Launch First Multi-Asset Carry ETF

May 30, 2024

Newfound Research and ReSolve Asset Management have partnered together to roll out a new addition to their exchange-traded product offerings with a fund that focuses on providing exposure to multi-asset and carry strategies.

New Quantamental Commodity Fund Aims To Mitigate Vol

May 15, 2024

A new absolute return commodity strategy geared toward professional investors, including institutional investors and high-net-worth individuals, launched on Wednesday. The Frontier Commodities strategy, led by Aline Carnizelo, focuses on long/short investments in metals, energy, agricultural and environmental commodities.

Georgia In Paris - Sunday Roundup, April 28, 2024

Apr 28, 2024

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

The Holy Grail - Sunday Roundup, March 10, 2024

Mar 10, 2024

Diversification is maybe the most sought-after element when it comes to designing and constructing investment portfolios. We have written about numerous risk management strategies that blend investments in an attempt to limit exposure to any single asset or risk.

After Challenging 2023, Multi-Asset Investors Redirect Risk-Taking Efforts - Investor EQD, Austin

Feb 28, 2024

Multi-asset investors seem upbeat on investment opportunities this year, with panelists at Investor EQD – Austin discussing adjustments they are making to their portfolios after a difficult 2023.

A Postcard From Barcelona - Sunday Roundup, February 18, 2024

Feb 18, 2024

Away from this week’s headlines which have included short dispersion being named as the latest short-vol trend that’s gone too far, Man Group dropping the GLG brand and EQDerivatives’ exclusive interview with Deepak Gulati, which you can read here, I have been in a happy little Barcelona bubble which I am going to bring you

Institutions Using Systematic Commodities As Inflation-Proofing For The Future - Europe EQD

Feb 16, 2024

Multi-asset managers shared their viewpoints on how including systematic commodity strategies into an institutional portfolio can provide real returns, in a discussion at Europe EQD in Barcelona. Marco Aiolfi, head of multi-asset at PGIM Quantitative Solutions, explained to audience members that commodities are the forgotten child of asset allocation.