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Last week BNP Paribas’ Quantitative Investment Strategies team hosted a webinar on the benefits of following trends with mean-variance allocation and the relevance of trend following allocations in the current market environment.
Julien Turc, Head of the QIS Lab, explained how a mean-variance approach to trend-based allocation can display interesting characteristics and how it addresses some of the long-term challenges of managed futures programmes.
He was then followed by Yannick Daniel, Head of QIS Multi Asset, for a brief overview of trend-based implementations within the range of QIS indices and Theam Quant funds.
The session was introduced and moderated by Michael Sneyd, Head of Macro Quantitative & Derivatives Strategy from the Markets 360 team.
To access the replay of the webinar, please contact your BNP Paribas representative.
Some of the strategies mentioned in the webinar are available as THEAM Quant funds:
The investments in the funds are subject to market fluctuations and the risks inherent in investments in securities. The value of investments and the income they generate may go down as well as up and it is possible that investors will not recover their initial outlay, the funds described being at risk of capital loss.
For a complete description and definition of risks, please consult the last available prospectus and KIID of the funds.
BNP PARIBAS ASSET MANAGEMENT France, “the investment management company,” is a simplified joint stock company with its registered office at 1 boulevard Haussmann 75009 Paris, France, RCS Paris 319 378 832, registered with the “Autorité des marchés financiers” under number GP 96002.
This material is issued and has been prepared by the investment management company. It contains opinions and statistical data that are considered lawful and correct on the day of their publication according to the economic and financial environment at the time. This document does not constitute investment advice or form part of an offer or invitation to subscribe for or to purchase any financial instrument(s) nor shall it or any part of it form the basis of any contract or commitment whatsoever.
This document is provided without knowledge of an investors’ situation. Prior to any subscription, investors should verify in which countries the financial instruments referred to in this document refers are registered and authorised for public sale. In particular financial instruments cannot be offered or sold publicly in the United States. Investors considering subscriptions should read carefully the most recent prospectus and Key Investor Information Document (KIID) agreed by the regulatory authority, available on the website. Investors are invited to consult the most recent financial reports, which are also available on the website. Investors should consult their own legal and tax advisors prior to investing. Given the economic and market risks, there can be no assurance that the financial instrument(s) will achieve its investment objectives. Their value can decrease as well as increase. In particular, changes in currency exchange rates may affect the value of an investment. Performance is shown net of management fees and is calculated using global returns with time factored in, with net dividends and reinvested interest, and does not include subscription-redemption fees, exchange rate fees or tax. Past performance is not a guarantee of future results.
All information referred to in the present document is available on www.bnpparibas-am.com