“Today income investors should explore opportunities across a broader range of asset classes in an effort to avoid the low yield trap”
Amundi Asset Management
2019 Top 400 ranking: 9
-
White papersTime to play a cyclical recovery in European equity
Cyclical conditions are turning more positive for Europe. Easing geopolitical risk and the prospect of massive fiscal resources (national and EU-wide) and monetary support could support a recovery in 2021. The improved sentiment could benefit European assets, equities in particular, that have been a laggard due to the pandemic. This could lead to a catch up of EU equities in relative terms vs other markets.
-
White papers
ECB QE Monitor – June 2020
ECB strengthened its intention to make its action long-term: The ECB revised its medium-term inflation target substantially on the downside . Core inflation is forecast to reach only 0.9% in 2022 (0.8% in 2020, 0.7% in 2021). The ECB justified the adjustment of the size of ...
-
White papers
Improving the Robustness of Trading Strategy Backtesting with Boltzmann Machines and Generative Adversarial Networks
In this article, we explore generative models in order to build a market generator. The underlying idea is to simulate artificial multi-dimensional financial time series, whose statistical properties are the same as those observed in the financial markets. In particular, these synthetic data must preserve the first four statistical moments (mean, standard deviation, skewness and kurtosis), the stochastic dependence between the different dimensions (copula structure) and across time (autocorrelation function).
Copyright © 1997–2020 IPE International Publishers Limited, Registered in England, Reg No. 3233596, VAT No. 685 1784 92. Registered Office: 1 Kentish Buildings, 125 Borough High Street, London SE1 1NP