Steve Johnstone, fund manager at Janus Henderson Investors, is set to outline how investors can benefit from applying an equity market neutral approach at times of market uncertainty, when he joins the upcoming Pan-European Summit Hamburg 2018, which takes place 17-19 October in the German city. Johnstone is responsible for top down overlay and quantitative risk […]
After an eight-year equity bull market, investors might have forgotten about market neutral strategies. However, many commentators are pointing to equities as being fully priced and some fear a correction. Should institutional investors seriously consider increasing their allocations to the market neutral space? Equity market neutral (EMN) arguably began in 1949 with a vehicle started […]
GAM has announced the launch of its new Systematic Global Equity Market Neutral fund, the group’s first quantitative equity strategy aimed at offering an uncorrelated return compared to a long-only equity portfolio. The Ucits compliant fund will invest in a universe consisting of the 2500 most liquid stocks worldwide based on a methodology developed by […]
BMO Global Asset Management has announced the expansion of its True Styles fund range with the launch of the BMO Global Equity Market Neutral Sicav fund. The new fund aims to offer investors access to a market neutral equity strategy combining value, momentum, volatility, size and GARP (growth at a reasonable price) styles. All investments […]
Alexander Uhlmann, director portfolio management, Invesco Global Strategies – Quantitative Equities, will join the Fund Selector Roundtable Brussels 2016 on 26 May at the Hotel Amigo. He will be discussing equity market neutral strategies. Such funds have historically delivered positive returns during down equity market cycles as well as in up cycles. Uhlmann will present Invesco’ quantitative […]
Chris Childs (pictured), director Multi Strategy at BMO Global Asset Management will discuss market neutral investing at the InvestmentEurope Pan DACH Summit held on 10-11 May in Munich. Childs will present the groups True-Styles approach, which aims to combine the advantages of different equity styles into a single portfolio: Value, Size, Momentum, Low Volatility and […]
Alexander Uhlmann, director of Portfolio Management Invesco Quantitative Strategies at Invesco Asset Management, will be discussing market neutral strategies at the upcoming InvestmentEurope Pan-European Summit Lausanne 2016, 19-21 April. Highlighting such an approach comes in context of the ongoing market environment and estimated position in the business cycle. It can provide access to low correlation […]
In 2012 there was a return of the double digit gains across all the domestic and global equity benchmark indices according to the SPIVA Scorecard published by S&P Dow Jones Indices.
The Lyxor Global Hedge Fund index was down 0.44% in November bringing year to date performance to a negative 6.26%, further denting the image of ‘absolute return’ hedge fund vehicles.
Morgan Stanley has launched a long/short equity market neutral fund under its Irish Ucits umbrella, FundLogic Alternatives, to be managed by Brazilian asset manager Claritas Administração de Recursos.