Discus Fund, one of CFM flagship funds, posted 23 percent year-to-date positive returns as of october end, the best performance amongst all the global systematic funds. This is the confirmation the know-how of the French manager which has shown exceptional trackrecords for more than 10 years…

Are these abrupt changes only an indication of the risks of the market, or is it investment behaviour which favours the occurance of these extreme risks ? These are the question tackled in the last « White Paper » of Lyxor

Challenges, positioning and quantative management outlook in France. Arnaud Chrétien and Serge Darolles, respectively Chairman and deputy chairman of QuantValley, answer our questions and introduce us to their project aimed at promoting Paris' image as a city of quant.

What about performances of active management versus passive management ? According to a study released by Olivier Scaillet and Gilles Criton, nearly 20% of alternative fund managers beat the market, against only 0,6% of traditional managers...

The implementation of systematic overlays can be considered as an alternative to short-term rebalancing of hedge fund portfolios, or as an active component of alternative allocations.