26 November 2020
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.
Michael Sneyd, CFA, Head of Macro Quantitative & Derivatives Strategy, Markets360
Julien Turc, Head of QIS Lab, Global Markets
Yannick Daniel, CFA, Head of QIS Multi-Asset Strategies, Global Markets
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