Three senior structurers at top investment banks discussed the evolution and emerging trends in the quantitative investment strategies (QIS) space.
It is a myth for many investors how a QIS is deigned from scratch. To answer this question, the first step is to understand the power of hedging. Hedging is like buying an insurance contract for your house, according to Sandrine Ungari (pictured) , managing director, global head of QIS structuring at Société Générale (SG). “You want to be hedged against all of risks [associated with] the house, but not at a cost of high premium. So, what you need t