Quant Finance

As its name so aptly suggests, a “Guru” strategy combines the expertise we have gleaned from history’s greatest fund managers with the advantages of quantitative investment management.

At THEAM, a subsidiary of the BNP Paribas Group, our development strategy involves promoting the added value that quantitative techniques can bring to the field of asset management.

Millions of previously hidden US stock trades will be revealed for the first time on Monday December 9 thanks to research from a team of academics.

Fitch Ratings says in a new report that absolute return funds’ performance has improved with over 70% of funds posting positive performance in 2012 and 2013, supported by more favourable market conditions. Returns have showed low volatility but have not always been independent of market conditions, notably volatility and correlation.

All Lyxor Strategy Indices ended the month of October in positive territory, led by the CTA Long Term (+4.03%), the L/S Equity Market Neutral (+1.77%) and the L/S Equity Long Bias (+1.63%).