Quant Finance

We maintain an overweight stance on Fixed Income Arbitrage, a strategy that has delivered attractive returns on a risk adjusted basis in the past and provides protection against rising bond yields. In the L/S Equity space, we prefer U.S. funds compared to European funds.

Seeyond was until now the quantitative investment division of Natixis Asset Management, itself an affiliate of Natixis Investment Managers. Seeyond aims to double its assets under management by 2021 and expands its global reach.

For the first time since October 2016, the monthly performance of Event-Driven funds was in negative territory. The strategy remains nonetheless the stellar performer in 2017, up 5.7% year to date according to the Lyxor Event Driven Broad index.

The dollar continued to depreciate against major currencies over the recent weeks, in a context where the U.S. administration has struggled to gain reform momentum in the health care and fiscal areas.

Nomura Asset Management Co., Ltd. (NAM) and Nomura Research Institute, Ltd. (NRI), today announced that they have conducted a proof of concept (PoC) study to examine natural language processing utilizing Artificial Intelligence (AI).