Latest insights

The Law of the Strongest

Asset Allocation, Nadège Dufossé, Macro
As we write these lines, the US market is approaching its historical peak, last reached in February 2025, and most asset classes have posted positive returns in local currency since the start of the year.
  • Research Paper, Fixed Income, Bob Maes, Philippe Dehoux

    Euro Swap Spreads : Unpacking Asset Classes

    You want to talk about euro swap spreads versus US swap spreads? We watch that, too. But to be honest, that graph is one of the last things we look at when managing euro fixed income aggregate portfolios. So if you want to see it, you’ll have to read all the rest of this page first.
53 results found
  • Alternative Investments
Show me
  • Topic
  • Theme
  • Publication
  • Author
Show me
  • Topic
  • Theme
  • Publication
from
  • Author
53 results found
  • Alternative Investments
Research Paper, Alternative Investments, Pieter-Jan Inghelbrecht, Johann Mauchand, Steeve Brument

Restoring Diversification

We have previously examined the equity/bond allocation and asked, ‘Is 40/30/30 the new 60/40?’ Well, yes, we think it is. Our work shows a long-term correlation between equities and fixed income that is frighteningly close to 1.0. This increased correlation fundamentally alters the effectiveness of traditional portfolio construction.
Alternative Investments

It is a Vix world!

Liberation Day was a shock for investors, causing a tremendous impact on financial markets. Hard-data economic indicators continue to hold up but are pointing to a deceleration.
Alternative Investments

Tariffying Markets

Markets remained volatile during the month of March. The primary concern isn’t the weakening economic fundamentals, but rather investors’ doubts about the credibility and stability of the U.S.
Alternative Investments

The wind of change

The global economy experienced a mild slowdown due to a lower contribution of services to the World PMI and lower consumer participation.
Alternative Investments

Alternatives perform well during Technology scare selloff

Investors had a few months to get mentally prepared for the return of Donald Trump to the White House. While he has not disappointed and started his second term with a bang, the real surprise came from China with the introduction of DeepSeek to the world. The results announced by this technology company had the effect of a financial quake towards some of the star market performers over the last quarters.
Bertrand Dardenne, Félix Schlang, Alternative Investments, Research Paper

Trump 2.0 and Merger Arbitrage - Green light from the White House?

As we enter 2025, the arrival of a new President in the White House is generating a great deal of uncertainty. Merger arbitrage (M&A) strategies are no exception to the question: What impact can we expect from the change of administration on this asset class ?

Find it fast

Get information faster with a single click

Get insights straight to your inbox