Steeve Brument
About this author

Steeve Brument

Head of Systematic Funds

Steeve Brument has been Head of Systematic funds at Candriam since 2007.

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

Outlook 2023, Johann Mauchand, Steeve Brument

CTA : « La chevauchée des Walkyries »

Atterrissage brutal ou en douceur ? Du « quoi qu’il en coûte » de Draghi (« whatever it takes ») à sa reprise par Powell (« whatever it costs »), nous savons que les marchés s’apprêtent à traverser une période stimulante. Les CTA visent à permettre de se positionner pour affronter les prochaines turbulences, que l’atterrissage soit brutal ou en douceur.  
Performance absolue, Allocation d'Actifs, Johann Mauchand, Research Paper, Steeve Brument

Souriez ! La convexité des CTA n’a pas disparu.

Si le smile mesure la réaction de la valeur du portefeuille à l’évolution des marchés sous-jacents, alors nous devrions peut-être les mesurer — et c’est précisément ce que fait notre équipe.
Performance absolue, Nadège Dufossé, Steeve Brument, Video

In search of absolute return across asset classes

As governments continue to maintain low interest rates through the COVID-19 pandemic, and the correlation between asset classes remains high, the questions of diversification, income and attractive returns are firmly on investors’ agenda. You can now listen to the replay of our recent webinar which looked at the relevance of the multi asset absolute return approach in today’s investment markets and introduced our two risk-rated portfolios that meet your requirements.
Research Paper, Allocation d'Actifs, Steeve Brument

Interest rates go up

After several decades of riding a government bonds bull market, investors are now looking for alternative drivers of return. Commodity Trading Advisor (CTA) strategies, with their ability to make gains in rising, as well as falling markets, have historically been able to improve risk-adjusted returns when introduced to a balanced portfolio. However, a question that investors can legitimately ask today is how are CTAs impacted by rising interest rates?
Allocation d'Actifs, Steeve Brument

Suivre le mouvement

Découvrez ce que les stratégies CTA peuvent réaliser dans cet environnement de faibles taux d’intérêt... et la façon dont ils s’y prennent

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