Pricing Partners, the world leader in OTC derivatives pricing analytics, mathematical models and independent valuation, announced today to host a conference on “Algorithmic Proprietary Indices” with the support of Thomson Reuters on June 20th in the Thomson Reuters Auditorium in Paris.
With the current low interest rate environment and the volatility of equities, indexes, foreign exchange and commodities, proprietary algorithmic indices have grown increasingly popular. Based on investment rules designed to perform in a range of market conditions, proprietary algorithmic indices are an innovative solution in the search for yield and provide a good alternative to structured products.
The conference will bring together market eminent leaders from both sell-side and buy-side to share and exchange their insights and expertise perspectives on several key aspects of the algorithmic proprietary indices market. Topics will cover:
- Algorithmic proprietary indices structuring
- Comparison of different types investment vehicles
- Investment strategies: Systematic Smart Beta, Systematic Alpha
- Underlying choice & calculation methods
- Quantitative methodologies
- Regulatory environment
- Validation process within investment banks
Confirmed speakers include:
- Xavier des Royeries, Head of Fixed Income Indices, Societe Generale Index
- Karim Marrakchi, Director Structuring, ING Financial Markets
- Eric Baesen, Head of Structured Asset Management, Lyxor Asset Management
- Isabelle Bourcier, Head of Business Development, OSSIAM
Eric Benhamou, CEO of Pricing Partners commented: “Algorithmic rules based proprietary indexes are an exciting alternative to traditional investment strategies. This has motivated us to launch a dedicated valuation service to indexes and to host today an exciting conference with insights from market professionals. I look forward to participating to this event to welcome our clients interested by this new subject and to listen to the latest update from very experienced professionals.”