Global Markets

Bridging the gap between academia and BNP Paribas Quantitative Investment Strategies Group, the QIS lab is dedicated to developing cutting-edge systematic strategies, such as foundations of factors investing, new strategies, research in asset allocation through systemic strategies.

An academic approach to quantitative investment strategies

Transparency, cost-effectiveness & rationalisation 

With indices driven by algorithms, clients can be sure that they are in total control of their investments.

Without intermediaries, institutional investors can directly access strategies, effectively reducing costs.

Finally, once clients know exactly what’s in a strategy, they can try to anticipate the future behavior of a fund and understand and quantify its risk and return features, which some portfolio managers find useful in the construction of their global portfolio.

Committee-vetted strategies

Before launch, all indices must go through an investment committee involving internal experts – including Legal, Compliance and investment specialists – who investigate whether a strategy makes sense.

A stress test is also carried out, which simulates changes based on financial market movements and tests the various parameters involved in the strategy.

Clients are masters of our pre-tested algorithms 

Once an index is launched, there is no human intervention involved and we would never override an algorithm – though BNP Paribas might decide to launch a new, improved version.

Although some clients take off-the-shelf strategies, many want to discuss how to tailor them to meet their particular needs – whether for their global portfolios, or specific objectives in terms of risk and return or macroeconomic views, and we are here to help.

The QIS Lab experts

Julien Turc

Head of QIS Lab, Global Markets, BNP Paribas

 Jérôme Gava

QIS researcher, Global Markets, BNP Paribas