Steeve Brument
About this author

Steeve Brument

Head of Quantitative Multi-Asset Strategies

Steeve Brument has been Head of Quantitative Multi-Asset Strategies since 2019.  

He started his career in 1997 within the private client group of Merrill Lynch before moving to Refco Securities as a Futures and Equity Derivatives Broker in 1999. He joined Candriam as a Systematic Fund Manager in 2001 and did extensive research on trading systems and systematic portfolio allocation. 

In 2007, he became Head of Systematic Funds, and diversified its CTA from traditional trend following models, to a mix of trend following, pattern recognition and counter trend models. 

Steeve holds a master’s degree from the Ecole Supérieure de Gestion in Finance in Paris. 

Discover the latest articles by Steeve Brument

Research Paper, Absolute Return, Johann Mauchand, Steeve Brument

CTAs throughout the business cycle : a form of economic rationality?

With the onset of the inflationary cycle and the change in central bank monetary policy, markets have entered a new paradigm, leaving investors uncertain as to the direction that markets will take next, and the timing of the transition into the next phase of the economic cycle.
Outlook 2023, Johann Mauchand, Steeve Brument, CTA

CTA's: "Ride of the Valkyries"

Hard landing or soft? From Draghi’s ‘’Whatever it takes” to Powell’s “Whatever it costs”, we know the markets are ready for exciting times. CTAs aim to face the next swing, whether it be hard landing or soft.
CTA, Absolute Return, Asset Allocation, Johann Mauchand, Research Paper, Steeve Brument

Smile! CTA convexity is not lost…

If the smile measures how the portfolio value reacts to changes in the underlying markets, then maybe we should measure the smiles – and this is what our investment team has been doing.
Asset Allocation, Steeve Brument, Johann Mauchand, CTA, Absolute Return, Research Paper

Going with the trend

Discover what CTAs can do in this age of low interest rates… And how they do it

Find it fast

Get information faster with a single click

Get insights straight to your inbox