Speed: when QIS gets fast and furious

BNP Paribas recently hosted its annual QIS (quantitative investment strategies) investors’ experience seminar in Nice. The event, titled ‘Speed: when QIS gets fast and furious’, brought together In-house experts and 100 industry leaders from across Europe, the US and Asia, for a day of insightful discussions on quantitative investment strategies in the current macro environment.

Three key takeaways

1. Speed matters: In the high-octane world of QIS, speed is the name of the game. The latest fast strategies revolutionising the field were discussed along with the various approaches to generate alpha and the implementation challenges that come with these strategies.
2. Build your own QIS:  Taking control by building your own QIS solution can provide full autonomy and customisation over investment approaches.  BNP Paribas offers a comprehensive toolbox and infrastructure to help investors craft tailor-made strategies and build multi-strategy portfolios.  First-hand experiences from clients were shared on how a tailored approach to specific investment goals, risk tolerance, and market views, have led to better performance, more aligned returns, cost savings and greater transparency and control.
3. Robust benchmark construction: Building authentic and transparent benchmarks is essential for measuring investment strategy effectiveness.  Delegates learned about the importance of being ‘earnest’ about Alternative Risk Premia (ARP) benchmark construction, echoing the industry’s growing recognition of the need for investable, replicable, and transparent benchmarks.

Innovations and insights

BNP Paribas unveiled its latest innovation in the QIS space, centred around 0DTE Options (Zero Day to Expiry options). This gave delegates a unique insight into how to stay ahead of the curve. A working session also delved into the world of trend systems and dispersion, revealing the results of BNP Paribas’ latest white paper and offering valuable food for thought on fundamental quant research. 

According to Nicolas Marque, Head of Global Equities at BNP Paribas: “It was a pleasure to bring together clients from around the world for another engaging seminar this year. Innovation, autonomy, and transparency are key themes that will continue to shape the QIS landscape. It was clear that investors are keen to stay ahead of the curve and tap into the latest strategies that are revolutionising the field.  We are proud to be at the forefront of this evolution and drive insightful discussions on cutting-edge trends.”

Interactive sessions

• Three informative breakout sessions delved into QIS credit, high conviction trades for the year, and the implementation of QIS alpha through UCITS frameworks. 
• A panel discussion featuring four clients, shared perspectives on four key trending themes: market views; volatility and cross-asset correlation; inflation; and the merits of systematic versus discretionary investment strategies.