Neuberger Berman Eyes Relative Vol Plays Between Non-U.S. And U.S. Equity Market Indices

Nov 27, 2024

News category: Latin America

Brazil Fund Likes Long Gamma In Current Markets

Jul 16, 2024

Domício Kulaif, partner and volatility portfolio manager at Sole Capital in São Paulo, said he is selling single name volatility and going long suppressed correlation via out-the-money options as a way to be long index gamma.

Falling Out Of Love - Sunday Roundup, July 7, 2024

Jul 7, 2024

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.

Quant Strategies Primed For Expansion If Brazil Rates Go Lower - LatAm EQD

Jul 3, 2024

Everything is in place for rapid expansion of systematic strategies in Brazil, but development will hinge on domestic interest rates coming down further, prompting investors to seek out diversifying strategies.

Brazil Options Market Can Follow U.S. Path For Expansion - LatAm EQD

Jul 2, 2024

Brazil’s option market has a realistic opportunity to expand by enhancing access, liquidity and technology, David Silber, head of institutional equity derivatives at Citadel Securities, told audience members at LatAm EQD in São Paulo.

Brazil’s Risk Premium Is Persistent, Reflects Underlying Correlation - LatAm EQD

Jul 2, 2024

Brazil’s markets offer a unique, persistent risk premium that can be attractive to many investors, Benjamin Mandel, head of research at Jubarte Capital, told LatAm EQD last month.

Short Dated Options Trading Picks Up In Brazil - LatAm EQD

Jul 1, 2024

Shorter dated options are gaining traction among investors in Brazil as a way to trade volatility around event news. Greater flexibility and expanded hedging opportunities are just some of the reasons investors around the world increasingly favor shorter term options.

Ex-Itau Execs Pitch Multi-Asset Strategy In Brazil

Apr 8, 2024

Former senior Itau Asset Management executives have come together to launch Jubarte Capital, an investment firm that seeks to connect Brazilian investors to the world with a novel approach to multi-asset investing for the local market.

People Move Roundup: Brevan Howard, KBC Asset Management, California Public Employees’ Retirement System

Mar 26, 2024

In this week’s People Move Roundup, we report on the latest buyside and sellside moves, including new additions at Brevan Howard and promotions at KBC Asset Management and Natixis CIB. We also cover job searches at the California Public Employees’ Retirement System and more.

S&P DJI, B3 Launch First Vol Index In Brazil

Mar 19, 2024

S&P Dow Jones Indices and B3, the largest trading exchange in Brazil, have released the first index to track near-term volatility in the Brazilian equity market.

BBVA Looks To Increase Systematic Long-Only Factors In Equities

Nov 27, 2023

Officials at EUR110 billion BBVA Asset Management are exploring the possibility of replacing part of the risk assigned to equities in the firm’s asset allocation portfolios with exposure to systematic long-only factors in equities. Laura de Frutos, head of alternative risk premia at BBVA AM in Madrid, said this is because systematic factor investing can add value. “It has been academically and empirically proven that factors extract market betas in an efficient way,” she said.