We develop individual solutions for you based on cutting-edge financial engineering, proprietary risk management systems and higher execution.
Seeking to solve complex allocation problems with flexible modeling driven by powerful optimization algorithms.
REGIME IDENTIFICATION + INPUTS + CONSTRUCTION = SOLUTIONS
Fundamental, market-based, systematic, forward-looking, machine learning
We have individual regimes per risk factor. It is a differentiator.
For illustrative purposes only.
Factors + Asset Classes
Inputs include individual factors, multi-factors or using factors in conjunction with standard asset classes offering over 100,000+ possible solutions for our clients.
For illustrative purposes only.
Can provide a stable medium with low turnover.
Regime detection, optimization & risk management are key to constructing products & solutions.
For illustrative purposes only.
Our strategies and capabilities can create customized solutions for you.
The agility of central banks is currently being put to the test. Charged with managing inflation and supporting full employment, the Federal Reserve and other global central banks are confronting rising inflation expectations and multiple supply shocks that are undermining the outlook for economic growth potential.
We have seen an extension of the US dollar bull market as global central banks move forward with quantitative tightening against a backdrop of weakening global growth and rising late-cycle risks.
To make the best decisions, investors need a clear view of the road ahead. Watch to see how LASER can help you to stop looking only in the rear-view mirror.Watch Video
It can be difficult to give a fair representation of each country’s market response to the COVID-19 outbreak. How can one measure a country’s response under these circumstances? We believe high-frequency data can offer some answers.Read More
When storage capacity is near its limits, how do oil producers offload their inventory? One way is to incentivize buyers with negative prices.Read More
Whether a robot vacuums your floors or your phone unlocks using facial recognition, artificial intelligence (AI) is approaching everyday status.Read More
Our research analyzes the stalking pattern observed in the stock market network to identify crisis periods.Read More
Citywire runs down the top 20 female portfolio managers in the US.Read More
Over the long term, we should be mindful of the next phase of the credit cycle.Watch
A multi-asset credit strategy is a diversified strategy that seeks attractive global credit risk premia in different credit sectors as well as different credit asset classes.Watch
Income is a key ingredient of long-term total return potential, but not all income is created equal. How can investors harvest the right opportunities?Watch
We believe investors should consider multi-asset credit strategies for diversified income sources and attractive.Read More
Emerging market (EM) assets were hit hard by the crash in commodity prices in 2014-2015, but so far this year, EM and commodity performance have diverged.Read More
Global credit and equity markets have outperformed the US so far this year. Will this growth trend continue for the rest of the year?Read More
We have seen an extension of the US dollar bull market as global central banks move forward with quantitative tightening against a backdrop of weakening global growth and rising late-cycle risks.Read More
We believe top-down regimes drive risk appetite and performance in emerging markets. Watch to learn more from our Alpha Strategies team.Watch
Real rates in the United States have moved sharply higher since the beginning of 2021. The move has many wondering if emerging market (EM) assets are vulnerable to a repeat of the 2013 “taper tantrum.”Read More
Instead of approaching an allocation to EM debt piecemeal, with separate portfolios allocated to sovereign or corporate issuers denominated in local or hard currency, consider the potential of a blended EM debt allocation.Read More
The faces behind Alpha Strategies
Kevin Kearns is a vice president and portfolio manager at Loomis, Sayles & Company. As the leader of the alpha strategies group, he co-manages the Loomis Sayles multi-asset credit and income strategies and custom strategies, as well as the Loomis Sayles Inflation Protected Securities Fund. Kevin has 36 years of investment industry experience and joined Loomis Sayles in 2007.
Andrea DiCenso is a vice president of Loomis, Sayles & Company and co-portfolio manager for the credit asset, world credit asset and emerging market debt blended total return strategies. She is also a senior strategist for the alpha strategies group and oversees all FX and commodity activity for the firm's multi-asset product suite, and is primarily responsible for asset allocation, idea generation, portfolio construction and risk management.
Vivek Garg is a vice president and senior quantitative analyst for the alpha strategies group at Loomis, Sayles & Company.
Elaine Kan is a vice president, portfolio manager and rate & currency strategist for the fixed income group at Loomis, Sayles & Company. In addition to co-managing the Loomis Sayles Inflation Protected Securities Fund, Elaine is responsible for implementing interest rates and currency derivatives strategies for the alpha strategies group, as well as providing support to other products across the fixed income group.
Mark LaRochelle is a vice president and credit derivatives strategist for the alpha strategies group at Loomis, Sayles & Company. He joined Loomis Sayles in 2000 and has 25 years of investment industry experience.
Chetan Shinde is a vice president of Loomis, Sayles & Company and a quantitative researcher in the systematic investing strategies team, where he is responsible for developing and implementing systematic and alternative risk premia-driven quantitative strategies in the multi-asset space. He joined Loomis Sayles in 2019 and has 15 years of investment industry experience.
Tom Stolberg is a vice president of Loomis, Sayles & Company and co-portfolio manager for the Loomis Sayles multi-asset credit strategies.
Harish Sundaresh is a vice president and portfolio manager at Loomis, Sayles & Company. As director of the firm’s systematic investing strategies team, he leads a team responsible for quantitative investing across all asset classes using advanced mathematical techniques. This includes alpha generation, dynamic portfolio construction and solutions development.
Diqing Wu is a quantitative analyst in the systematic investing strategies team at Loomis,Sayles & Company, where he is responsible for developing and implementing systematic and alternative risk premia-driven quantitative strategies in the multi-asset space.
Peter Yanulis is a vice president of Loomis, Sayles & Company and a co-portfolio manager for the emerging markets debt blended total return strategy. He is also a multi-asset credit strategist for the alpha strategies group, focusing primarily on global emerging markets, portfolio construction and risk premia.
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Client concerns are shown for illustrative purposes only. Although they are representative of client feedback, they are
not intended as direct quotes.
This material is provided by Loomis Sayles for informational purposes only and should not be construed as investment advice. Investment decisions should consider the individual circumstances of the particular investor.
The charts presented above are shown for illustrative purposes only. Some or all of the information on these charts may be dated, and, therefore, should not be the basis to purchase or sell any securities. The information is not intended to represent any actual portfolio.
Commodity, interest and derivative trading involves substantial risk of loss. This is not an offer of, or a solicitation of an offer for, any investment strategy or product. Any investment that has the possibility for profits also has the possibility of losses.
There is no guarantee that the investment objective will be realized or that the strategy will generate positive or excess return.