Lumrisk provides risk, quant and performance analytics for risk premia strategies, derivatives and multi-asset portfolios.

LumRisk

Lumrisk

LumRisk | 1,842 followers on LinkedIn. LumRisk is an independent company that provides state-of-the-art risk consolidation, analysis and reporting services to institutional clients. LumRisk provides risk analysis and reporting, based on full transparency into underlying instruments, on many types of investment programs, such as funds-of-hedge-funds, multi-asset programs, alternative risk premia programs and traditional long-only investments.

IT Infrastructure Lead

Didier Lhomme

Managing Director | Business Development | Financial Services

Mohdi Jeroudi

Client Services at LumRisk SA

William Glass

Full Stack Developer chez LumRisk

Sebastian Pabst

🚀 Our Q3 Newsletter is Live! 🚀 Curious which equity factors thrived during August’s volatility spike? Wonder why some industries outperformed this quarter? Or how the September Fed rate cut shook things up for QIS? We’ve got the answers! In Q3, Value, Size, and Low Risk factors made a strong comeback amid economic uncertainty. The Fed rate cut boosted stocks, favoring the Equity Trend factor, and stabilizing bond markets, which allowed the IR Vol Carry factor to thrive. Check out our full insights in the latest newsletter! #Q3 #QIS #equitymarkets #fedratecut

🎢 August brought a wave of volatility, starting with a sharp global equity sell-off, followed by the Fed signaling an upcoming rate cut. In this environment, Low Risk and Quality strategies thrived. Leading the pack, our Equity Low Risk index climbed to 2nd place YTD performance in 2024, powered by its long exposure in defensive sectors like Consumer Goods and Healthcare. Meanwhile, the JPY Carry Trade took a hit with the BoJ’s 25 bps rate hike. Will it rebound? With global rates trending down, only time will tell! 🔮

LumRisk is #hiring . Know anyone who might be interested?

Alejandro Bonilla, CFA

💥 Was July warning us of what was to come? The last two weeks, our LumRisk QIS indices were hinting at an incoming market correction. Equity Value and Size indices delivered a remarkable reversal in July, moving up to the top 3 performers after finishing last in previous quarters. 🏅 The winner in the July QIS race is Equity Low Risk! Its superior performance was favoured by a time of growing concerns for the US economy and a perceived AI bubble. The gains in these strategies were primarily driven by long positions on numerous stocks in the Consumer Goods sector, while positions in Technology delivered gains from both long and short legs. Can you guess our best & worst in August? Stay tuned!

💡 Did you see? QIS Equity Dispersion strategies led the pack in Q2 2024! These strategies were riding on the euphoric growth of Apple and NVIDIA . Similarly to the S&P 500 index, where these two stocks alone contributed nearly half of the total return in the quarter 📈 What are your thoughts? Will optimism in Artificial Intelligence continue to fuel the success of these strategies in Q3? To learn more about the world of Quantitative Investment Strategies and to stay up to date on the most recent news, see in the comments below how to subscribe to our quarterly LumRisk newsletter. #QIS #AI #Dispersion #QuantStrategies #Derivatives

⭐ Become a Forecasting Legend ⭐ !!!! If you are interested in Factor Investing and Quantitative Investment Strategies, participate in our 2024 Q2 LumRisk Forecasting Contest. In previous contests only Nick Baltas and Steven Loeys managed to correctly forecast the best performing strategies in 3 categories!!! #factorinvesting https://lnkd.in/exQ5-snn

🚨📢 Exciting Announcement: Introducing LumRisk Light ! Ready to explore the world of Quantitative Investment Strategies (QIS)? Sign up for LumRisk Light, a powerful free analytical toolbox to get you started on your journey ! Here's what LumRisk Light has to offer: 🎁 Free Access: Dive right in and explore a subset of LumRisk's robust analytics completely free of charge ! 📊 Extensive Portfolio Analytics: Uncover deep insights into quantitative metrics, risk analysis, and portfolio simulation capabilities. 🔍Essential Features: LumRisk Light is equipped with all the essential features you need to understand and assess the potential of QIS strategies. 🏦 Database of 5,000+ Bank-Based QIS Indices*: Gain access to our extensive database of QIS indices, providing you with a wide universe to explore and analyse. ⚡ Quick Results: Get results for even the most complex scenarios in less than 10 seconds. 📈 Thematic Dashboards: Easily filter and focus on the results that matter most to you with LumRisk Light’s clear and intuitive dashboards. Ready to elevate your game and explore the world of QIS? Sign up for LumRisk Light today! Reach out for eligibility and secure your login credentials now! 💼💡 #LumRisk #LumRiskLight #PortfolioAnalytics #QIS #AlternativeRiskPremia #QuantitativeInvesting #FactorInvesting Alejandro Bonilla, CFA Mohdi Jeroudi Bernardo Tavera, CFA, CAIA, FRM Bogdan Levchenko Antonio Rodriguez Sanchez Pierre Udriot William Glass *Access to QIS indices requires prior approval from index providers.

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