BNP Paribas quants ‘industrialise’ portfolio construction
Firm says tech, five years in development, takes two hours to do jobs that previously took two days
BNP Paribas’s investment management arm is considering automating portfolio construction across more of its funds, after completing a five-year project to systematise the task in its €25 billion multi-asset business.
Raul Leote de Carvalho, deputy head of the quantitative research group at BNP Paribas Asset Management (BNPPAM), says portfolio construction would ordinarily fall to individual managers tasked with matching portfolios to the views of the firm’s investment committee. However, he
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