Risk Returns in a multi-asset portfolio construction

The integration of global markets and the rise of algorithmic and high-frequency trading has impacted market structure. Corrections and reversals are happening quickly, more violently and often without any early warning sign. How investors can adapt?

  • Seeyond specializes in active quantitative portfolio management. By adding active oversight to disciplined quantitative investment processes, Seeyond offers strategies that seek to optimally reward risk.
  • Natixis Investment Managers Solutions relies on the diverse expertise of Natixis Investment Managers’ affiliates to deliver personalized investment solutions.
  • The Covid-19 crisis clearly underlined that the speed at which markets can adjust is much higher than what we have witnessed over the last 20 years. These “flash crashes” highlight that the equity market structure has changed. The integration of global markets and the rise of algorithmic and high-frequency trading increases dramatically the markets hyper reactivity. Nicolas Just, Deputy CEO & CIO of Seeyond, and James Beaumont, Head of Multi Asset Portfolio Management, Natixis Investment Managers Solutions, discuss the implications for multi-asset portfolio construction and what opportunities exist for investors looking to capitalise on this trend.
This material is provided for informational purposes only and should not be construed as investment advice. The views and opinions expressed are as of May 2020 and may change based on market and other conditions. There can be no assurance that developments will transpire as forecasted, and actual results may vary. Before investing, consider the fund’s investment objectives, risks, charges, and expenses. You may obtain a prospectus or a summary prospectus on our website containing this and other information. Please read it carefully.