Trading

Global Macro managers explicitly follow defensive strategies: short exposure to equities (around -20%) and long exposure to the US sovereign debt. On their side, CTAs managers are more aggressive...

SIG has chosen to partner with London based Aspect Capital and is seeking the sort of returns generated by Aspect’s Diversified Programme – the Company’s flagship investment strategy which caters primarily to large sophisticated institutional investors and has a 12 year plus track record.

The Board of the AMF considered that the market conditions were not satisfactory to lift the said ban.

Few managers can both stay away of short-selling and reassess themselves sharply when prices are excessively low, and above all no one can make it happen every time. In these volatile and shocked markets, timing is key but difficult to master.

Cyrille Collet, Christian Lopez and Alexander Decoene from CPR AM show us how to make static combinations of factors to create a model for stock picking on a given universe ...