"Key Quant”. The saga of Robert Baguenault de Viéville and Raphael Gelrubin could be summarized in these two words, the name of the company they run. Specialized in systematic trend-following management strategies (trend following CTA)...
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Volatility
Sunday 20 April 2025
Articles
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Stories Key Quant: New revelation of systematic management
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Interview François Lhabitant : «We have received dozens of proposals but only one long / short manager passed our selection ! »
Established in 2001, Kedge Capital manages the assets of the Bertarelli family. The company invests successfully nearly $ 6 billion in hedge funds, for a net return of 6.7% annually since its inception...
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Strategy An example of Quantitative Strategy: The Low Volatility approach
Low volatility indices and, more broadly, products based on quantitative strategies aiming to select only low-volatility stocks, have met with growing success with the financial community and investors. However, most of these indices have major drawbacks that cannot always be addressed with additional constraints.
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News Barclay CTA Index Down 0.39% in November; Profits in Bonds and Yen Not Enough to Overcome Losses in Other Sectors
Managed futures lost 0.39% in November according to the Barclay CTA Index compiled by BarclayHedge. The Index has lost 1.45% year to date, compared to a gain of 0.73% in the S&P GSCI Index.
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Interview Aymeric Poizot : « The best multi-asset funds managers are often those who developed a fundamental allocation in the bond market or used quantitative models as tools for decision support»
According to Aymeric Poizot, Head of EMEA Fund & Asset Manager Rating Group at Fitch, multi-asset funds remain relevant in the current context, whether for an institutional investor or a private investor…
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