Alpha Strategies

YOUR MULTI-ASSET SOLUTIONS PARTNER

We Think Differently.

We develop individual solutions for you based on cutting-edge financial engineering, proprietary risk management systems and higher execution.

Regime Identification

Seeking alpha and beta cycles to improve asset allocation.

Machine Learning

Using state-of-the-art technologies to extract information and harness potential alpha from non-linear relationships.

Advanced Optimization

Seeking to solve complex allocation problems with flexible modeling driven by powerful optimization algorithms.

Leading-Edge Fundamentals

Leveraging what Loomis Sayles does best to identify idiosyncratic and relative value opportunities across the capital structure.

We Practice A Process-Oriented Approach
To Solving Client Concerns

 
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We Are Forward-Looking and Solutions-Oriented

REGIME IDENTIFICATION + INPUTS + CONSTRUCTION = SOLUTIONS

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REGIME-Ident

Regime Detection

Fundamental, market-based, systematic, forward-looking, machine learning

We have individual regimes per risk factor. It is a differentiator.

LOW AND HIGH csr FOR REGIME IDENT.

For illustrative purposes only.

Inputs
Inputs

Inputs

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.

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For illustrative purposes only.

Construction
Construction

Construction

Can provide a stable medium with low turnover.

Regime detection, optimization & risk management are key to constructing products & solutions.

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For illustrative purposes only.

 

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Solutions_f_bright

Solutions

Our strategies and capabilities can create customized solutions for you.

Strategies

Index 

Capabilities

  • Managed Futures
  • Multi-Asset Risk Premia
  • Alternative Risk Premia
  • Thematic Investing
  • Target Volatility
  • Custom Multi-Asset Credit
  • Inflation Protected
  • Absolute Return
  • Risk Mitigating Strategies
  • Income
  • Smart Beta
  • Portable Alpha
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Let's talk ALPHA. Let's talk SOLUTIONS.
CLICK HERE to contact us.

Our Latest Insights


Getting the Big Picture Right in Multi-Asset Credit Investing

Multi-asset credit (MAC) investing is the process of gaining exposure to a globally diverse mix of credit-focused asset classes and sector exposures in a single portfolio.

Diversify Your Approach with Multi-Asset Credit

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.

Geography of Income: Going Global in Your Search for Quality Issuers

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?

Explore More from Systematic Investing Strategies


How to Invest with a LASER Focus (Animated Video)

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
High-Frequency Data & COVID-19: Using Groceries to Track the COVID Response (Blog Post)

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 the Unexpected Happens: Negative Oil Prices and Financial Models (Blog Post)

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
It's All About the Algorithm: Three Ways to Assess AI in Investment Strategies (White Paper)

Whether a robot vacuums your floors or your phone unlocks using facial recognition, artificial intelligence (AI) is approaching everyday status.

Read More
Do Stocks Stalk Other Stocks in Their Complex Network? (Literary Journal)

Our research analyzes the stalking pattern observed in the stock market network to identify crisis periods.

Read More

Explore More from Multi-Asset Credit


Multi-Asset Credit Investing (White Paper)

We believe investors should consider multi-asset credit strategies for diversified income sources and attractive.

Read More
A Multi-Asset Perspective on Global Opportunities (60 Seconds Video)

Over the long term, we should be mindful of the next phase of the credit cycle.

Watch
Diversify Your Approach with Multi-Asset Credit (Video)

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
Commodity and Emerging Market Performance – Is This Divergence Sustainable? (Blog Post)

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
Will Global Assets Continue to Outperform? (Blog Post)

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
Meet the Managers

The faces behind Alpha Strategies

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Kevin P. Kearns

Portfolio Manager

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, strategic alpha and custom strategies, as well as the Loomis Sayles Strategic Alpha and Inflation Protected Securities funds. Kevin has 33 years of investment industry experience and joined Loomis Sayles in 2007.

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BOBBY BAKSHI, CFA

Portfolio Manager

Manjit "Bobby" Bakshi is a vice president, portfolio manager and director of the equity factor investments team at Loomis, Sayles & Company. He joined Loomis Sayles in 2009.

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KOUSHIK BALASUBRAMANIAN, PHD

Quantitative Researcher

Koushik Balasubramanian 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.

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ANDREA DICENSO

Portfolio Manager

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.

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VIVEK GARG, CFA

Senior Quantitative Analyst

Vivek Garg is a vice president and senior quantitative analyst for the quantitative research risk analysis (QRRA) group at Loomis, Sayles & Company.

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Elaine Kan, CFA

Portfolio Manager/Strategist

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.

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MARK LAROCHELLE, CFA

Credit Derivatives Strategist

Mark LaRochelle is a vice president and credit derivatives strategist for the alpha strategies roup at Loomis, Sayles & Company. He joined Loomis Sayles in 2000 and has 23 years of nvestment industry experience.

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CHETAN SHINDE, CFA

Quantitative Researcher

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 13 years of investment industry experience.

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TOM STOLBERG, CFA

Portfolio Manager

Tom Stolberg is a vice president of Loomis, Sayles & Company and co-portfolio manager for the Loomis Sayles US high yield and credit asset strategies. He is also absolute return senior analyst for the fixed income group.

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HARISH SUNDARESH

Portfolio Manager

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 developing and managing systematic and alternative risk premia driven quantitative trading strategies in the multi-asset space. Additionally, Harish is responsible for leading firm-wide efforts to research and implement advanced quanta-mental portfolio construction techniques for risk premia portfolios and solutions.

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DIQING WU

Quantitative Analyst

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.

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PETER YANULIS

Portfolio Manager/Strategist

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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BRIAN YEN, PhD, CFA

Senior Quantitative Analyst

Brian Yen is a vice president and senior quantitative analyst at Loomis, Sayles & Company.

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LEDGER YU, CFA

Quantitative Analyst

Ledger Yu is a vice president of Loomis Sayles Investments Limited, Loomis Sayles’ London-based entity, and a quantitative analyst for the quantitative research risk analysis (QRRA)
group.

Contact Us

Question not answered yet? We'd love to hear from you.

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Roger Ackerman

Product Manager

Let's Connect.

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Alex Thompson

Product Manager

Let's Connect.

 

 

 

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.

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