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The economic environment over the last several years has been nothing short of complicated. The equity markets continue to go up, rates and volatility continue to stay low—and so the search for yield continues. These trends are making multi-asset investing an increasingly attractive option for buy side institutions. However, often deploying multi-asset strategies is not as simple a task as it

More buy-side firms are adopting multi-asset trading strategies involving mortgage-backed securities (MBS) in their quest to generate better returns and diversify risk. And many are having success. While once MBS was considered risky territory, today that has changed. In fact, lately some market practitioners have hailed MBS as the new “hidden gem” of investment types. But even with the positive

With summertime in full swing, many of us are spending our free time lounging with a good read. Forget turning to the New York Times best sellers list for recommendations, our very own FINCAD blog has some fresh and informative reading material for you to check out this season. So far in 2017, we’ve addressed issues such as how to master negative interest rates, how to improve the accuracy and

It’s no surprise that today’s asset managers are finding it harder to generate satisfactory investment returns. The fact is that unprecedented low yields, persistent competition and negative interest rates are huge hurdles impeding firms’ success. These brutal trends have forced many institutions to investigate new and more diverse trading strategies that offer better yield possibility. In the

In a world where markets — and risk — move at a rapid pace, traditional risk measurement methods are no longer cutting it. Commonly used finite difference methods, otherwise known as “bumping,” provide a slow and very limited view of risk. That is why over the last several years many leading quant teams have implemented Algorithmic Differentiation (AD), a technique that has enabled them to