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Digital Subscriptions > The Hedge Fund Journal > Issue 117 - October 2016 > THEAM


A transparent ‘quantamental’ manager
(L-R): Etienne Vincent, Head of Quantitative Management; Denis Panel, CEO and CIO.

THEAM’s award-winning funds are based primarily on its distinctive interpretation and application of academic research, and its proprietary research, into areas including anomalies around behavioural finance. THEAM belongs to one of Europe’s largest asset managers, BNP Paribas Investment Partners

(BNPP IP), which manages over €530 billion, across around 20 groups with structures ranging from internal units to autonomous groups and partly or wholly owned subsidiaries, including THEAM, which manages around €38 billion. THEAM pursues predominantly systematic and quantitative, modeldriven, investing, including indices and ETFs (branded as BNP Paribas Easy), multi-strategy quantitative approaches, factor-based investing, and ‘smart beta’.

THEAM’s alpha engines can be applied to long only, absolute return or hedge fund return objectives, in formats including UCITS funds, ETFs and structured products including some that can offer varying degrees of capital protection. THEAM’s asset split is roughly €15 billion in indices, €15 billion in model-driven and €8 billion in structured products. THEAM invests in all liquid asset classes: equities, fixed income, currencies, commodities and associated derivatives including volatility instruments.

THEAM was formed in 2011 as a merger between the Harewood Corporate and Investment Banking (CIB) business, which developed quantitative strategies in an investment banking environment, and the SIGMA (structured, indexed and multi-alpha generation) products unit. Explains THEAM CEO and CIO, Denis Panel, “Harewood had emphasised options, asymmetric strategies and faster trading strategies while SIGMA had focused on more traditional quantitative models such as value and low volatility. With no overlap between the two it made sense to combine all teams.”

THEAM’s investment philosophy and process

“Catching the behavioural biases” is part of THEAM’s investment philosophy along with a seasoned judgmental approach, explains Panel, who is a Professor of Asset Management on the MBA programme at HEC in Paris. THEAM’s investment philosophy is explained on the BNP Paribas Investors’ Corner website. Head of Quantitative Management, Etienne Vincent, is one of the 85 (and counting) of those who have written blogs for the site.

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