News category: Credit And Fixed Income
Deutsche Bank Strengthens Americas Presence With New QIS
Jan 23, 2025
Deutsche Bank is actively expanding its quantitative investment solutions in the Americas. After launching a cross currency carry index last year, the bank is now targeting interest rate swaps.
Continue readingLong Rates Vol, Defensive Dispersion Creates Improved Carry In Hedging Solutions
Jul 18, 2024
Long rates volatility strategies and defensive implementations of equity dispersion are gaining traction as investors seek cost-efficient protection and diversification in uncertain markets. Guillaume Flamarion, managing director, co-head of the multi-asset group and head of equity derivatives structuring at Citi in New York, said an important task for the bank has been to provide its clients hedging solutions with improved carry costs.
Continue readingSURS And Short Extension Strategies - MandateConnect Newsletter, June 13, 2024
Jun 13, 2024
In this latest newsletter, we’ll dig into a recent presentation on equity short extension strategies published by the State Universities Retirement System of Illinois, plus we have all the links for the most recent asset allocation reviews and more added to MandateConnect in the last few weeks.
Continue readingNortheast Plan Makes Credit Hedge Fund Commitment
Jun 12, 2024
Massachusetts’ Pension Reserves Investment Management Board is investing up to USD175 million in credit hedge fund FourSixThree.
Continue readingHigher Rates Makes Institutions Reconsider Factor Exposures - Global EQD
Jun 10, 2024
Samuel Hikspoors, senior director of portfolio construction, risk and research at Trans-Canada Capital, said that higher interest rates are causing the asset manager to pay closer attention to the beta exposures potentially affecting its portfolios.
Continue readingSwaption Vol Is Not Necessarily High, Says Nomura - Global EQD
Jun 3, 2024
Anthony Morris, global head of quantitative strategies at Nomura, used his stage time at Global EQD at the Wynn in Las Vegas to highlight what he considers to be common misconceptions in volatility investing.
Continue readingThe Crypto Episode - Sunday Roundup, June 2, 2024
Jun 2, 2024
This week’s noise has made ignoring the cryptocurrency space almost unavoidable, maybe to the chagrin of the more traditional anti-crypto naysayers.
Continue readingApplying Quant Credit Can Give Investors An Edge - Global EQD
May 31, 2024
Graham Rennison, executive vice president at PIMCO, told attendees at Global EQD in Las Vegas that incorporating quantitative credit strategies can give investors an edge in the current market environment.
Continue readingGlobal D? - Sunday Roundup, May 26, 2024
May 26, 2024
Was it the least equity-specific EQDerivatives event ever? Some audience members and speakers at the Wynn earlier this week were wondering.
Continue readingAre We Hedging Or Not? - Sunday Roundup, May 12, 2024
May 12, 2024
The hedge fund space is in a strange place with the end of first quarter of this year being the 22nd consecutive month investors have pulled money out of the sector, according to the latest data from Nasdaq eVestment.
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