Quantitative Strategies Volatility Strategies

UBS’ Mesomeris Urges Clients To Consider QIS To Navigate Vol Ahead

Jan 23, 2024

There are several potential sources of risk that could create volatility throughout the year, such as ongoing conflicts in Europe and the Middle East, said Spyros Mesomeris, global head of structuring at UBS in London. In addition, and more so if inflation proves to be stickier than anticipated, Mesomeris said elevated equity bond correlations could prove challenging for traditional 60/40 portfolios. In such an environment, he favors disciplined risk management and portfolio diversification across liquid, uncorrelated sources of return during 2024. This can be achieved through quantitative investment strategies, he said.

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