29 Nov 2021
Decrement indices and autocallable structures: the good, the bad and the ugly
This article looks at how these indices are built, how they differ from real indices and the potential consequences for the investors and for the banks.
26 Nov 2021
Expert view: thematic baskets have been in focus this year
Latest research from the Deutsche Bank quantitative investment strategies (QIS) team takes a look at curve momentum and curve spillover momentum strategies as a source of return.
06 Apr 2020
SRP in brief: upside down
The dust has not settled on recent market correction events, and ambient volatility and uncertainty are at levels rarely seen before. There are few – if any – parts of the market that have been unaffected by the turmoil caused by the global Covid-19 outbreak as we discussed last week.
01 Apr 2020
SG & QIS (Part 2): Smart beta is more suitable than risk premia for retail structured products
Following yesterday’s article covering the research side of quantitative investment strategies (QIS), Guillaume Arnaud (pictured), head of quantitative investment solutions at Société Générale, provides an overview of the practical applications of these strategies in the market and how they reached the retail space.
31 Mar 2020
SG and QIS: Improving portfolio allocation, risk management
Demand for quantitative index strategies (QIS) remains high among institutional investors given the fee compression environment most players are experiencing, and the search for alpha in less predictable markets. But they are also becoming increasingly visible in the retail structured products distribution business.
12 Mar 2020
Exclusive - S&P DJI: the market craves risk premia indices
The S&P 500 index continues to be at the top of investor preferences when it comes to structured products in Asia Pacific.
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02 Oct 2019
BNP Paribas teams up with Napoleon in ‘dinamix’ QIS strategy
BNP Paribas Asset Management (BNPP AM) and Napoleon Capital have joined forces to launch the Napoleon World Equities AR Dynamix Fund, a new product providing access to an absolute return quantitative strategy investing in global equities.
13 Sep 2019
People: JP Morgan Priips stalwart steps down
City of London Sheriff and Joint Associations Committee (JAC) chairman exits industry; German and Austrian trade bodies strengthen links; Credit Suisse bolsters Impact Advisory team; UBS poaches senior executives from BNP Paribas and Deutsche Bank, and more.
04 Sep 2019
Former StanChart head of EQD trading joins fintech platform
PremiaLab expands senior management team with quantitative and risk premia investment strategies specialist.
26 Apr 2019
Napoleon to capitalise on new CPPI 2.0 set up (part 2)
Strategies with a high return expectation, lower capital requirement and reduced volatility always resonate with institutional investors
25 Apr 2019
Napoleon: the indexing needs of structured products manufacturers have changed
Following the launch of Napoleon Index as a registered benchmark agent by the French financial regulator, the Autorité des marchés financiers (AMF), in late March, SRP spoke to the firm’s chief executive Stéphane Ifrah (pictured), about his plans in the structured products market
25 Mar 2019
Napoleon targets EU manufacturers with new index platform
Napoleon Index approved as benchmark administrator and calculation agent in Europe with set up providing blockchained audit track