Quant Finance

Created by two former senior executive managers of SGAM AI, Exqim launches Exqim Blue Fund, a multi-asset fund whose investment process is based on quantitative strategies and allocation.

According to Fabrice Foy, Quantitative Analyst at CCR-AM, we should do the exact opposite of the classical theory: the stock price does not reflect fundamentals, and if it deviates from its fundamental value, it does not necessarily tend to revert ...

THEAM will combine BNP Paribas Asset Management’s SIGMA teams with those of Harewood Asset Management which was created in 2004 at the initiative of BNPP CIB’s Equity Derivatives teams.

In his latest book, Philippe Herlin, in light of the crisis and following the work of Mandelbrot and Taleb, presents the agenda the question of the reliability of the classical models used in finance.

Lombard Odier has been among the first asset management firms to launch investment vehicles which replicate hedge funds. We carry out an assessment with Jérôme Teiletche, the head of systematic investment strategies…