Adaptation Via Collaboration in the Brave New World of Asset Management
Five years after the Lehman collapse, Alain Robert-Dautun, Head of Risk for Sycomore Asset Management in Paris, saw the writing on the wall: Sycomore had to adapt. But how?
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Volatility Skyrockets as Market Tanks
That the market’s recent rout was accompanied by rising levels of predicted volatility is hardly surprising. The magnitude of the increase, however, was another story.
Has the Tech Bubble Returned?
Using the Russell 1000 as our sample US Equities portfolio, we set out to compare today’s exposures to the AX-US4 Tech sector industry factors with their 1999 counterpart.
The top 10 cross-asset correlations to watch right now
Looking back at our work over the past couple of months, we have identified the 10 most significant correlation pairs that multi-asset class investors should focus on at the moment.
Has the dollar peaked?
Even though markets seem to have shifted back to ‘risk-off’ mode we believe that the political uncertainty in Europe is likely to keep the greenback supported against its European rivals.