Quantitative Investments

Fast and furious convolutions
In our latest Quanta Byte, delve into the details and uncover the mathematical foundations of convolutions, their links to AI, and how advanced techniques like the Fast Fourier Transform are driving new efficiencies in computation and quantitative finance.
Fixed Income Boutique

What we think changes, what doesn’t, in EM fixed income post-election?
Markets have been on the move since the US presidential election. However, we think lower funding costs thanks to tightening spreads and the prospect of returning flows are proving supportive of EM debt. But there will be winners and losers in the new regime…
TwentyFour

Flash Fixed Income: Trump to reshape rate cuts in US and Europe
In this month's Flash Fixed Income, we look at how bond markets are reacting to Donald Trump's victory in the US election. With Trump's stated policies widely regarded as being inflationary, we expect a bigger divergence in the path for interest rate cuts between the US and Europe that might favour higher quality European credit.
Quality Growth Boutique

From journalists to analysts: there’s no substitute for on-the-ground research
Former investigative journalists tap into non-traditional sources to gather unique insights for our Quality Growth research team. This article highlights three case studies that led a portfolio manager to increase a position, sell a stock, and revisit the viability of a previous holding.
TwentyFour

Does Trump’s win change anything for fixed income?
With Donald Trump’s solid victory helping the dust around the US election result settle faster than many might have expected, investors’ attention has promptly shifted to the potential economic and financial market implications of the new administration.
Asset management

After the US elections: Impact on geopolitics and financial markets
Watch our livestream where Reto Cueni, Chief Economist and Dan Scott, Head of Multi Asset and Chief Investment Officer, together with Prof. Dr. Stephan Bierling, Head of the Chair of International Politics and Transatlantic Relations at the University of Regensburg, analyze the potential economic factors and implications of the recent US election.
Multi Asset Boutique

Donald Trump is back: What it means for investors
What lies ahead for investors with a Trump-led government? From tax policies to trade, the Multi Asset Boutique dives into market reactions and potential economic impacts.
Quantitative Investments

Architecture and data trump maths
Gain an intuition on how complex AI architectures actually work. You will see that one model cannot fit all kinds of data. The key to solving problems with AI and surpassing mathematical challenges is to use the right model and the appropriate, high-quality data.
TwentyFour

Why the macro outlook is tilted in fixed income’s favour
With elevated yields and inflation expected to come back to target, we think investors can target a level of real return that was extremely difficult to achieve in the previous cycle.
Asset management

Achieving the right Fixed Income mix
Watch our livestream where Andrew Jackson, Head Fixed Income and Eoin Walsh, Partner & Portfolio Manager TwentyFour Asset Management delve into the current bond market landscape.
Conviction Equities Boutique

Empowering change: Impact Report 2024
Discover how our Impact Investing team navigates economic shifts and political uncertainty to help drive sustainable change. In our sixth annual Impact Report, we reveal our strategies, methodologies, and results in investing in low-carbon solutions and smart infrastructure.
Quantitative Investments

From biological to artificial intelligence
Explore the fascinating parallels between biological intelligence and artificial neural networks. This article dives into how AI mimics the brain’s neuron structures to solve complex problems, revealing the power of neural networks and their potential to reshape our understanding of intelligence and decision-making.
TwentyFour

Back to Basics: Yield curves
George Curtis (Portfolio Management), from our Multi-Sector Bond team provided a comprehensive understanding of the key aspects of yield curves.
TwentyFour

Flash Fixed Income: What would Trump do to Treasuries?
In this inaugural edition of Flash Fixed Income, we look at the highly unpredictable US presidential election and explain why a potential second Trump administration could limit the Federal Reserve’s ability to deliver more rate cuts.
Quality Growth Boutique

Modern mining: Digging deep to find winners on the brink of a technological revolution
The mining industry is entering a green supercycle, driven by demand for metals and minerals needed for decarbonization. Despite increased competition and deeper mining, technological advancements are boosting productivity and reducing emissions. This presents compelling long-term investment opportunities in this evolving industry.
TwentyFour

Asset-backed finance: Hiding in plain sight
Over the past decade, private credit has grown from a $400bn niche industry into a $1.6tr market that competes with more traditional asset classes for significant investor allocations.
TwentyFour

Investment Grade Quarterly Update – October 2024
Chris Bowie at TwentyFour Asset Management describes the third quarter of 2024 as a significant turning point in fixed income markets, marked by the Federal Reserve (Fed) cutting interest rates by 50 basis points (bps) for the first time in many years. This followed an earlier 25bp cut by the Bank of England (BoE), setting the scene for further rate cuts over the coming years.
TwentyFour

Asset-Backed Securities Quarterly Update – October 2024
As the third quarter of 2024 comes to a close, TwentyFour Asset Management's Aza Teeuwen reflects on what this has meant for the Asset-Backed Securities (ABS) team. Not only were volumes across European ABS elevated throughout July and August, we also saw €34 billion in primary issuance – a significant increase from previous years.
TwentyFour

Multi-Sector Bond Quarterly Update – October 2024
George Curtis from the Multi-Sector Bond (MSB) team at TwentyFour Asset Management reflects on the third quarter of 2024 and its impact on credit and equity markets. Despite some mid-quarter volatility, overall performance remained strong, with government bonds leading the way.
TwentyFour

Can credit keep calm and carry on?
With cracks starting to show in the US economy, many are wondering whether tight corporate bond spreads leave investors vulnerable. But with corporate balance sheets holding firm and yields on higher quality bonds looking attractive, staying invested in credit should continue to reward investors.
Conviction Equities Boutique

Investing in EM equities in the digital age
Watch our livestream where Jean-Louis Nakamura, Head of Vontobel Conviction Equities, hosts a discussion between Viktor Shvets, Head of Global Desk Strategy at Macquarie and Anthony Corrigan, Client Portfolio Manager, about the role that emerging market (EM) equities play in today’s global equity portfolio and what key factors need to be considered when building a resilient EM equity portfolio.
Asset management

Transition finance: navigating complexity
Financing the energy transition is a complex task, fraught with diverse views on how to execute it credibly. In the FT Moral Money Forum, our co-CEO Christel Rendu de Lint explores the role investment firms can play in facilitating the shift to a low-carbon economy.
TwentyFour

Back to Basics: Significant risk transfer
Douglas Charleston (Partner, Co-Head of ABS) and Pauline Quirin (Portfolio Management), from our Asset-Backed securities team provided a comprehensive understanding of the key aspects and trends within the Significant Risk Transfer (SRT) market.
TwentyFour

The cutting cycle begins
Uncertainty is over, it was a 50 basis points (bps) move. As we mentioned in our previous blog, the most important take away from the Federal Open Market Committee (FOMC) meeting would be their assessment of the economy.