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Flexible Beta & Volatility

Expert opinion

Research is the cornerstone of our organisation and like other Seeyond teams, the Flexible beta & volatility portfolio managers rely extensively on the output from our dedicated quant research team to constantly challenge and improve the different proprietary indicators we use to manage risk efficiently.

Frank Trividic,
head of Flexible allocation and volatility

The Flexible beta & volatility team uses an extensive range of strategies incorporating new sources of diversification through liquid and listed derivative instruments to generate on a midterm time horizon positive returns which are uncorrelated to traditional asset classes.
For example, our specialists in active volatility management look to generate value during market downturns while seeking to achieve positive returns in normalised market environments.

Flexible asset allocation strategies

By focusing on consistency rather than seeking performance at all costs, the portfolio managers implement an original asset allocation approach through the analysis of each individual market and geographic region.
This different approach to multi-asset flexible management combines objective and systematic indicators with a conviction-driven approach so as to preserve capital and benefit from changing environments.

• An original asset allocation approach, established since 2004
• An experienced team with complementary skills
• 5 portfolio managers

Active volatility management strategies

The variability of equity market prices is a common risk indicator that can also be exploited to hedge and diversify a portfolio, thus providing investors with access to an uncorrelated source of alpha. Using a broad array of proprietary indicators the team strives to exploit the hedging properties associated with volatility while also transforming volatility into a recurring source of return over the long term.

• Volatility is an original asset particularly well suited to providing diversification
• A flexible approach to benefit from different market conditions, whether there is a trend in volatility – upward, downward or stationary
• 4 portfolio managers