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Even with the best strikers in the world on your team, you wouldn’t play without a goalkeeper, would you?

April 30, 2020
Even with the best strikers in the world on your team, you wouldn’t play without a goalkeeper – so why run a risk asset portfolio without an effective defensive overlay? Caio Natividade, Head of QIS Research and Sorin Ionescu, Head of QIS Structuring explain. [more]

More documents from Caio Natividade

8 Documents
June 26, 2020
2
Machine learning, with all of their processing power, they’re able to more quickly highlight or find patterns in big data that would have otherwise been missed by human beings. Machine learning is a tool that can be used to enhance humans’ abilities to solve problems and make informed inferences on a wide range of problems, much wider than financial services for example helping diagnose diseases to coming up with solutions for global climate change. [more]
June 26, 2020
3
Machine learning, with all of their processing power, they’re able to more quickly highlight or find patterns in big data that would have otherwise been missed by human beings. Machine learning is a tool that can be used to enhance humans’ abilities to solve problems and make informed inferences on a wide range of problems, much wider than financial services for example helping diagnose diseases to coming up with solutions for global climate change. [more]
May 28, 2019
6
Factor investing has become popular across asset classes, but interestingly less so in Credit markets. Listen to Caio Natividade, Head of Cross Asset Quantitative Research, Jose Gonzales, Cross Asset Quantitative Researcher and Richard Phelan, Head of European Credit Research, discuss why credit has fallen behind and how the team has developed a framework for factor investing in this particular asset class. [more]
January 16, 2019
7
Deutsche Bank Research launches the twentieth edition of the Quantcraft series, a one of a kind deep dive into new trading and analytical models across different asset classes. It helps clients understand structural drivers of market returns and how to systematically extract value from them. The latest report focusses on foreign exchange. Not only does it assess the sensitivity of global currency returns to pertinent drivers including sentiment, valuations, monetary policy and interest rate differentials, but it also guides the investor on how to use those drivers to make economically rewarding decisions. Our research targets all investors involved in foreign exchange, from the corporate treasurer seeking to efficiently manage currency risk to the institutional investor building absolute return strategies. [more]
May 2, 2018
8
With trillions in currencies exchanging hands every day, foreign exchange is indisputably the world’s largest and most liquid financial market. Yet in spite of its size, this report argues that it is also likely to be the least "efficient" compared to other asset classes. [more]
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