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Steeve Brument
Global Head of Alternative Investments
Our strategies are designed with the aim to generate returns that are decorrelated from major asset classes movements, by taking short and long positions on major asset classes. Our goal is to achieve resilient returns within a risk-controlled budget.
In line with our all our asset allocation strategies, our quantitative absolute return approaches place diversification at their core. We implement uncorrelated strategies on various time horizons and a broad range of asset classes, and we make sure to allocate the risk budget so as to maximise the diversification effect, within the guidelines set for each approach. Our two approaches exploit different performance drivers and each has a specific risk profile with a set target volatility level.
We constantly monitor and analyze market data, in order to harness the various opportunities: trends, mean reversion, carry, relative value. To this end, our quantitative researchers have developed specific models and algorithms. Their programming skills as well as their rigor, experience and ability to think outside of the box are key to achieve our objectives.
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”As long as there is a trend, its direction hardly matters; our models were built to detect this trend and to make best use of it. Market moves of any kind are exactly what we need to generate returns for investors when they need them the most.
Main asset classes: equity indices, short-and long-term interest rates, currencies, commodities
Years of joint experience in managing absolute return quantitative strategies
Performance drivers: trend following, carry, equity market neutral, contrarian, pattern recognition
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