The Overlay & Customised Portfolio Solutions desk produces solutions that meet our clients’ needs and constraints. Our capabilities in listed derivatives and options take a top-down approach with our priority placed on quantitative processes and a discretionary approach.
We stand out in our ability to design and manage bespoke solutions that address investors’ individual concerns. Our team manages various open-ended funds and tailored offers (mandates, discretionary management and dedicated funds) that are adjusted to each investor’s specific needs and feature customised client service.
The desk also specialises in multi-asset class risk allocation and the use of listed derivatives. The team develops strategies through optional derivatives aligned with an analysis of the global macroeconomic context. Our management team focuses on managing risks and optimising the risk-reward equation.
Discretionary overlay mandates
Source : Ellipsis AM – December 31, 2023
We believe that transparency translates into performance.
We specialise in finding liquid solutions that provide our clients with greater DIVERSIFICATION and CONVEXITY and higher RETURNS across a range of asset classes.
Head of the team development
Source : Ellipsis AM – 30/06/2022
Launch of the Liquid Alternative strategy.
Reorganization of the range: Optimal Solutions & Optimal Allocation.
Strong growth in assets under management and team strengthening.
Launch of an Overlay China & Emerging mandate.
Launch of an Overlay Global mandate.
Cushions steep drops by setting up tail-risk hedges.
Targeting Solvency II-regulated institutional investors.
Limits a portfolio’s volatility by using hedging options.
Provides a stable derivatives profile that reduces volatility and drawdowns.
Implements short-volatility strategies with the goal of obtaining additional yield within a portfolio.
Provides a financing for systematic hedging.
Creates derivatives-based strategies under constraints of minimum capital consumption and a pre-set risk profile.
Provides a market-decorrelated performance that is diversifying and liquid.
Overlay Solutions Disclaimer: It aims to reduce the risks on a given portfolio without fully eliminating them while aiming to provide no guarantee or protection of the portfolio, which therefore remains exposed to the risk of capital loss. This solution is also particularly exposed to a model risk linked to the implementation of the main objective of risk reduction, which is based on a systematic principle. There is a risk that this model is not efficient. Finally, in addition to the specific risks associated with the existing portfolio, this solution. Given that the hedging exists, the potential yield could be lower due to the impact of costs associated with hedging and the fact that the portfolio may only partially participate in the increase in the event of a market rebound.