Equity World DEFI Market Neutral is a multi-factor alpha strategy relying on diversified factors driving equity returns

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Asset class

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Objective:

The THEAM Quant – Equity World DEFI Market Neutral Fund aims to increase the value of its assets over the medium term regardless of market conditions, by being exposed to a leveraged long/short dynamic basket of equities and futures listed on worldwide markets or operating on these markets, the components of which are chosen using a systematic selection method based on a fundamental analysis of companies.

Key points:

• Absolute Returns: the strategy aims to deliver positive returns regardless of market conditions through a market neutral exposure to 4 core equity factors: Value, Quality, Low Volatility and Momentum.
• Leveraged Alpha: it is designed to display 8-9% annualised volatility in order to enhance performance as compared to unleveraged market neutral funds, which often exhibit lower levels of volatility.
• Low Correlation: it is conceived to have a low correlation to traditional asset classes including equities and bonds.
• Proven Expertise: it results from the collaboration between BNP Paribas Asset Management financial engineering and BNP Paribas quantitative investment strategies (QIS) teams, the latter focused exclusively on the development of systematic strategies, many of those having been already implemented as UCITS solutions.

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