Quant Finance

According to Xavier Morin, co-CIO and in charge of the Event Driven Equity division at Syquant Capital, dividend arbitrage is deployed in the 4 Helium equity funds. The aim of this strategy is to capture discounts on Future Dividendes SX5E while limiting market sensitivity...

Machine learning and big data techniques have been developed making it possible to apply sophisticated mathematical models (hidden Markov switching models, which we will examine later) to financial data series in order to identify market regimes. All this has created scope for innovation in the asset management industry.

Systematic Global Macro and CTAs are often associated because many strategies are multi-asset, global, and have a top down investment process. Benchmark indices tend to pool them together.

For the second month in a row, CTAs outperformed hedge fund strategies in April. According to the Lyxor CTA peer group, the strategy was up +1.6% in April, which brings the year-to-date performance close to +5%.

For the second month in a row, CTAs outperformed hedge fund strategies in April. According to the Lyxor CTA peer group, the strategy was up +1.6% in April, which brings the year-to-date performance close to +5%.