NEWSROOM

  • Research

    Value, Momentum, and the Outlook for Market Neutral L/S

    Momentum stocks experienced a correction since Pfizer announced their Covid-19 vaccine results early November.

  • Research

    Bullish Outlook for European Event-Driven Strategies

    After a pause early last year due to the pandemic, corporate operations are accelerating in Europe by most measures.

  • Research

    Alternative Outlook: Stay Overweight Event-Driven & CTAs

    Alternative strategies saw exciting developments in Q1, in a context where equities and bonds experienced opposite fates. We estimate alternative strategies were up +1.2% quarter-to-date (as of March 19th), while the MSCI World was up 5% and the Barclays Global Aggregate was down -2.6%.

  • Research

    Money Monitor - February 2021

    February was a strong month for equities, while concerns over inflation have started to cloud the market sentiment, bringing flows into inflation-linked bonds. In this context, ESG ETFs beat a new record, gathering a whopping €12.6bn, and capturing 70% of total ETF flows. Read Lyxor’s latest monthly Money Monitor analysis of flows in European open-ended funds and ETFs.

  • Research

    Playing a Commodity Boom with CTAs?

    Commodities have become key contributors to CTAs’ exposures and returns. Since July, CTAs have greatly reweighted commodities from an overall -30% short of their net exposure to nearly +60% long today.

  • Research

    CTAs Rally Despite Dreadful Momentum in Equity Markets

    With investors questioning the sustainability of equity valuations in a context of rising bonds yields, a Momentum reversal in equities is taking shape.