YOUR MULTI-ASSET SOLUTIONS PARTNER

Alpha Strategies

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


Just Like That - TIPS Enters the Spotlight

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.

Our Systematic Investing Strategies Alpha Thesis: Deploying Data Science Tools in Multi-Asset Investing

In this paper, we discuss the core tenets of our investment philosophy and the three components of our flexible platform for designing portfolios through a quantitative, systematic and highly active approach to capturing positive performance, or alpha.

Chart of the Week: Is the US Dollar Poised to Enter a Bear Market?

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.

Explore More from Systematic Investing Strategies


Our Systematic Investing Strategies Alpha Thesis: Deploying Data Science Tools in Multi-Asset Investing (White Paper)

In this paper, we discuss the core tenets of our investment philosophy and the three components of our flexible platform for designing portfolios through a quantitative, systematic and highly active approach to capturing positive performance, or alpha.

Read More
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


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

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
Multi-Asset Credit Investing (White Paper)

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

Read More
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

Explore more from Emerging Markets Debt Blended Total Return


Chart of the Week: Is the US Dollar Poised to Enter a Bear Market?

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
Emerging Market Debt: A Top-Down, Innovative, Total Return Approach

We believe top-down regimes drive risk appetite and performance in emerging markets. Watch to learn more from our Alpha Strategies team.

Watch
Are Emerging Market Assets Vulnerable to Another Taper Tantrum?

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
Blended Emerging Markets DebtA Paradigm Shift

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
Meet the Team

The faces behind Alpha Strategies

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Kevin Kearns

Portfolio Manager & Head of Alpha Strategies

Kevin Kearns is a portfolio manager and head of the alpha strategies group at Loomis, Sayles & Company. 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 37 years of investment industry experience and joined Loomis Sayles in 2007.

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ANDREA DICENSO

Portfolio Manager

Andrea DiCenso is a co-portfolio manager at Loomis, Sayles & Company, where she co-manages 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

Portfolio Manager

Vivek Gargis a portfolio manager at Loomis, Sayles & Company. He is responsible for managing various equity strategies for the alpha strategies group. Vivek is also the lead convertible bonds and equity option strategist for the platform. He has over 15 years of investment industry experience.

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Elaine Kan, CFA

Portfolio Manager, Strategist

Elaine Kan is a 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, 1290 Loomis Sayles Multi-Asset Income Fund and Natixis Loomis Sayles Global Multi Asset Income 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

Investment Strategist

Mark LaRochelle is an investment strategist for the alpha strategies group at Loomis, Sayles & Company. He joined Loomis Sayles in 2000 and has 26 years of investment industry experience.

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CHETAN SHINDE, CFA

Associate Director of the Systematic Investing Strategies

Chetan Shinde is the associate director of the systematic investing strategies team at Loomis, Sayles & Company, where he is responsible for developing and implementing systematic quantitative strategies in the multi-asset space.
He is also the lead for risk mitigation solutions within alpha strategies team. Chetan joined Loomis Sayles in 2019 and has 16 years of investment industry experience.

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TOM STOLBERG, CFA

Portfolio Manager

Tom Stolberg is a co-portfolio manager at Loomis, Sayles & Company for the Loomis Sayles multi-asset credit strategies. He has 29 years of investment industry experience and joined Loomis Sayles in 2008.

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HARISH SUNDARESH

Portfolio Manager, Director of Systematic Investing Strategies

Harish Sundaresh is a 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.

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DIQING WU, CFA

Senior Quantitative Analyst

Diqing Wu is a senior 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 co-portfolio manager for the emerging market debt blended total return strategy at Loomis, Sayles & Company. 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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KAIRUI HUO

Senior Investment Analyst

Kairui Huo is a senior investment analyst for the alpha strategies group at Loomis,
Sayles & Company. He is responsible for conducting quantitative research on fixed
income sectors to explore alpha-added factors and assisting with the construction
of fixed income portfolios that maximize return potential.

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XIAN LI, PHD, CFA

Quantitative Analyst

Xian Li is a quantitative analyst in the systematic investing strategies team at Loomis, Sayles & Company, where he is responsible for researching, developing and maintaining systematic strategies in the multi-asset space.

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DAVID LIU, CFA

Investment Strategist

David Liu is an investment strategist for the alpha strategies group at Loomis, Sayles & Company. He joined Loomis Sayles in 2020 and has nine years of investment industry experience.

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TIAN QIU, FRM

Investment Analyst

Tian Qiu is an investment analyst for the alpha strategies group at Loomis, Sayles & Company. In this role, he is responsible for developing and implementing multi-asset quantitative strategies and analytics, focusing primarily on global emerging markets, currency strategies, ESG and sustainable investment, portfolio construction, asset allocation and risk management. Tian joined Loomis Sayles in 2019 and has 10 years of investment industry experience.

Contact Us

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

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Roger Ackerman

Investment Director

Let's Connect.

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Alex Thompson

Investment Director

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 marketing communication is provided for informational purposes only and should not be construed as investment advice. Investment decisions should consider the individual circumstances of the particular investor. Any opinions or forecasts contained herein, reflect the subjective judgments and assumptions of the authors only, and do not necessarily reflect the views of Loomis, Sayles & Company, L.P. Investment recommendations may be inconsistent with these opinions. There is no assurance that developments will transpire as forecasted and actual results will be different. Information, including that obtained from outside sources, is believed to be correct, but we cannot guarantee its accuracy. This information is subject to change at any time without notice.

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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