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22 November 2016

Looking ahead: Indications of increasing volatility?

Read our latest post written by our Quantitative researchers: Are tighter funding conditions indicative of increasing volatility?

18 September 2016

Long-term yields lead the game – the short term view

A volatility spike in both US interest rates and equity : a coincidence?

07 July 2016

Volatility – still waters run deep

In the wake of the Brexit vote, and despite an 8.5% drop in the Euro Stoxx 50 on June 24th, implied volatility didn’t spike in Europe.

03 May 2016

Minimum Variance - Where is my style?

Equity Minimum Variance reduces a portfolio’s volatility. A common misconception limits low-volatility to a number of sectors or styles. When applied with minimal constraints, Minimum Variance is active.

01 March 2016

Minimum Variance, fit for volatile markets (too)

2016 has started with great turmoil and higher volatility over financial markets.