How to achieve a performance with low volatility and low correlation to other asset classes
The Fixed Income ChallengeLGIP is a Geneva-based systematic fund manager managing award-winning funds. Alpha can be found through various means such as understanding structural inefficiencies in various securities or by observing statistical anomalies within a market. Extracting return from these observations is the work of rigorous coding, data analysis, back testing and live trading in strictly controlled environments. Guner Turkmen, CEO and Steven Markovitz, CSO will present how to weather a changing environment by applying systematic strategies, normally associated with equity investing, to the global fixed income markets.