Neuberger Berman has strengthened its quantitative capabilities as US boutique Breton Hill Capital’s team is joining the firm. BHC, which managed $2bn of assets as of end August 2017, is based in Toronto, Canada. It uses quantitative research and proprietary technology infrastructure. BHC’s focus is on alternative risk premia and multi-factor products encompassing equities, currencies, commodities and […]
French systematic investment firm KeyQuant has been allocated $30m from the Colorado Fire and Police Pension Association (FFPA), taking the firm’s AuM to over $350m (€294.1m). This $30m (€25.2m) investment was made from the association’s benefit investment fund, managing $4.6bn (€3.86bn) of assets. The Paris-based quantitative boutique has earned additional allocations over the last year […]
La Française Investment Solutions, the alternative investment arm of French asset management group La Française, has appointed Christian Naumovic as senior quantitative analyst within the LFIS Quantitative Research and Development team. The firm said that an additional hire is planned in the coming months, which will bring the team to five professionals. Naumovic’s appointment aims at enabling the […]
London-headquartered boutique Tages Capital has launched the Tages Alternative Risk Premia fund. The Icav fund domiciled in Dublin has been launched with an initial capital of over $100m raised from European institutional investors. The fund’s strategy, investing in the alternative risk premia segment, aims at delivering uncorrelated returns to traditional asset classes. The Tages Alternative Risk Premia fund […]
Coupling a quantitative approach with SRI/ESG factors can provide a path to identifying relevant alpha for investors in emerging markets, according to Robeco, the Dutch manager that is owned by Japan’s Orix Corporation. Robeco has long pursued the use of quantitative analysis to help identify investment opportunities. It has also been applying SRI/ESG for some […]
Marie Pierre Ravoteur, investment specialist at Seeyond, part of Natixis Global Asset Management, is set to present the manager’s view on how to use active management to create portfolios that can perform through all weathers when she speaks at the upcoming Fund Selector Absolute Return Focus, taking place in Milan on 11 June. Ravoteur will […]
Sam Shapiro, client portfolio manager, Quantitative Investment Strategies at Goldman Sachs Asset Management will discuss the investment implications of so called ‘Big Data’ when he joins the Fund Selector Summit Miami, taking place at the Ritz-Carlton Key Biscayne on 7-8 May. With figures suggesting that the amount of data being created globally is growing sharply […]
Joop Huij, executive director, head of Factor Investing Research at Robeco, is set to discuss the active approach to multi-factor investing when he takes part in the Pan-Nordic Fund Selector Summit in Stockholm on 10-11 March. Huij will reference the quantitative techniques that Robeco uses to identify unrewarded from rewarded risk, and how this is […]
Systematic investing, in the form of managed futures, often called CTAs, rose to the attention of the wider investment community particularly through its performance in 2008, when it delivered strong returns against the dramatic losses posted by most other strategies. In the following years, however, its performance has been somewhat lackluster, prompting several market commentators […]
Fisch Asset Management, a convertible bonds specialist based in Zurich, has added a new quantitative analysis expert to its investment team.
State Street will provide custody, transfer agency and Luxemburg fund administration services to Danish investment firm Maj Invest’s sinAl (stock market investing Artificial Intelligence) fund, a long-short equity fund.
Aquantum, the managed futures start-up in Munich says its computer-driven investment strategy will differ in a sector becoming too large for the markets.