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?

Posted 11.13.18 Nicolas Rossignol

Thinking about catching a falling knife? Do the math first.

After the recent stock market rout, a friend contacted me to get my take on some “financial advice” he’d received from his broker.

Posted 10.29.18 Olivier d'Assier

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.

Posted 10.26.18 Melissa R. Brown, CFA

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.

Posted 10.24.18 Olivier d'Assier

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.

Posted 10.19.18 Christoph Schon, CFA, CIPM

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. 

Posted 10.15.18 Christoph Schon, CFA, CIPM