Head of Systematic Funds at Candriam Investors Group
Head of Systematic Funds
Steeve Brument has been Head of Systematic Funds at Candriam Investors Group since 2007. He joined Candriam in 2001 as a Fund Manager. After spending 5 years working both on researching new models as well as on improving operational efficiency, he took responsibility of the Candriam Systematic Funds department.
In 2007, he built a new CTA program for Candriam aiming to provide investors with the main characteristics of CTAs while being more resilient during market turn around and consolidation phase. The new program included new allocation techniques, inclusion of nontrend following models, and dynamic risk management frame work.
The following years were spent monitoring and fine tuning the new program as well as launching a UCITS vehicle (2009). More recently Steeve leveraged on his latest research and experience to launch a new systematic strategy providing investor with a directional long short equity program trading solely futures.
The benefit of trend following in hedging a diversified portfolio
There is several way to protect diversified portfolios against markets extreme moves, diversified trend following is one of them, it carries the rare advantage of protecting capital while offering positive uncorrelated performance. As a CTA fund managers how can we protect and reinforce our portfolio to address our own adverse environment. What are the limit to that approach?