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.
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