Quantitative Investments

Despite high volatility and government regulation, the Chinese market could offer investors attractive opportunities. In this context, active management and a long-term investment horizon could help create added value for investors.

It is not only since the 2 trillion infrastructure plan proposed by President Biden that infrastructure investments have emerged onto investors’ agendas. Particularly listed infrastructure investments may offer compelling and complementary benefits to an overall portfolio. Would you like to learn what these are and how listed and unlisted infrastructure investments differ from each other?

The Vescore Wave is our proprietary business-cycle model. We use it to identify the current state of the business cycle for 50 countries, based on a big-data approach.

Most commodities are on a winning streak right now. Even oil, which still faces fragile demand, has the potential to trade north of 60 US dollars by mid-year thanks to recent unilateral Saudi Arabian production cuts.

In this interview, Global Head of Multi Asset Products Daniel Signer explains the characteristics and benefits of listed infrastructure and shows the differences between listed and non-listed infrastructure investments.

As of the start of December, our models have reduced the equity overweighting almost to neutral and have increased the bond short positioning further, while the risk indicator has picked up for all market segments. The current topic examines our artificial intelligence strategy, in which the risk parity model dominates at present.

The Regional Comprehensive Partnership (RCEP) shifts the world economyʼs center of gravity more towards the east, allowing China to expand its economic influence. However, the real economic effects of the agreement will hardly be felt before 2022 and European and US companies are likely to face more obstacles in the region.

As of the start of the month, the models reduced the equity overweighting to almost neutral and slightly increased the bond short positioning, while the risk indicator is showing calm waters. This time, in the context of our commodities strategy, we are giving an insight into roll yields as a risk premium.

Investors' return expectations with multi-asset portfolios are high. Achieving them going forward calls for rethinking the investment approach, especially in terms of diversification, asset allocation, and a system to get rid of emotional decisions.

Many investors remain caught between the COVID-19 pandemic and the monetary and fiscal policy stimulus packages. This is exacerbated by uncertainties such as the negotiations between the UK and the European Union and the upcoming presidential election in the US. Find out how our models are positioned in this environment.

After a perfect pandemic storm, the US Federal Reserve and other supertankers are filling their holds with strange cargo. This may seem like the age of indiscriminate buying – hardly a strategy many investors find alluring. Meanwhile, often-shunned merchandise from emerging markets may look promising to a discerning eye.

A key factor in assessing the fundamental economic market environment at the start of September is the change in US interest policy: a reformulated inflation target. Against the backdrop of further economic support from central banks, our models take a short position in bonds and remain overweighted on equities, albeit to a lesser extent.