Webinar Series: “THEAM Quant Innovations H1 2020”

2020/06/09
Written by tantal
Equities Fixed Income SRI

Webinar Series: “THEAM Quant Innovations H1 2020”

9 June 2020

We are delighted to share with you our upcoming webinars which will cover contemporary topics related to strategies recently implemented in the Theam Quant SICAV.

 

If you are interested in finding diversifying sources of returns in Fixed Income, in generating income through option strategies or in learning how using Artificial intelligence can help to address challenges in multi-asset allocation, then register and tune-in !

 

The webinars are hosted on our BrightTalk channel, if you are not yet on the BrightTalk platform, you will be invited to create an account when clicking on the registration links below – it is free and takes an instant. 

 

We hope you can join us and that you will find it insightful !

FIXED INCOME DIVERSIFICATION

Innovation at the service of Fixed income Portfolios

Valery Bloud, Head of QIS Client Solutions, Global Markets

Julien Turc, Head of QIS Lab, Global Markets

Raphael Dando, Head of QIS Fixed Income, Global Markets

Join our experts from the Quantitative Investment Strategies (QIS) team to explore how the most recent factor research and quant innovations can offer robust foundations to build diversifying portfolios in Fixed Income.

They will explain how a combination of interest rate factors applied to a restricted core investment universe (G5 govies and short-term rates) can provide a low correlation to the bond market over the long term while aiming for stable returns.

PUT WRITING STRATEGIES

Objectives, Implementations and market considerations

Vincent Berard, Head of Theam Quant QIS Solutions, Global Markets

Alexandre Alekhine, QIS Options Systematic Strategies, Global Markets

The objective of the webinar is to explore how income-generating option strategies (so-called “put-writing”) can be relevant in a market environment still displaying elevated volatility. Our experts will explain how those strategies can be constructed, describe a few implementation choices made at BNP Paribas, and illustrate their recent behaviour.

MULTI ASSET ARTIFICIAL INTELLIGENCE

How can Artificial Intelligence help in Trend Investing ?

Laurent Carlier, Head of the Data and AI Lab, Global Markets

Yannick Daniel, Head of QIS Multi-Asset Strategies, Global Markets

Join our expert Data Scientist and Multi-Asset Specialist to explore how Artificial Intelligence can address the key challenges in trend investing.
They will explain how an AI brain can navigate between trends and reversals, and how the continuous learning process ensures being updated with recent market patterns without falling into overfitting issues.

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.