15. Juli 2020
(12:52 min)
How can you build a framework for market neutral portfolios across asset classes?
Sorin Ionescu
Luke Templeman
Caio Natividade
We are going through a tremendous volatile market with investors looking for stable returns. According to a few news outlets some of the quant funds have performed less well. Caio Natividade, Head of QIS Research and Sorin Ionescu, Head of QIS Structuring share their insights on common misconceptions.
In a new podcast Caio Natividade, Head of QIS Research and Sorin Ionescu, Head of QIS Structuring discuss how they work with clients and how they add value in the context of QIS. Getting it right involves many things including strategy design, cost-efficient execution, product delivery in a wrapper that is appropriate for the client, post-trade servicing, etc. Portfolio construction is an essential pillar in the value chain – you can get everything right and still have poor performance due to incorrect allocation of risk between strategies. This is where the QIS Deutsche Bank Research team comes in who can help clients with portfolio construction.