Francois Oustry

Head of Investment Solutions Group

Francois leads a team that is responsible for developing highly customised currency investment solutions that meet the requirements of sophisticated clients.  These solutions are based on systematic investment models and encompass multi-factor dynamic hedging, advanced option replication and tail-risk minimisation.

Prior to joining Millennium Global, Francois was CEO of Raise Partner, a FinTech company which he founded in 2001 providing risk analytics and portfolio optimization solutions to Hedge Funds, Institutional Investors and Private Banks worldwide. Francois began his career in 1998 at New York University (Courant Institute) in the US and then INRIA (French National Institute for computer science and applied mathematics) in France as a researcher.

François completed his PHD in Applied Mathematics and Robust Control at University Paris 1 - La Sorbonne and INRIA funded by the French Ministry of Defense (DGA). Francois graduated from ENSTA Paris Tech.  He is registered with the Financial Conduct Authority in the UK.

Francois Oustry

“A thorough approach to research based upon in-depth experience is the foundation for strong systematic investment solutions”

Solutions

Passive Hedging

Passive Hedging

Hedging individual exposures. Aiming at eliminating currency risk.

Dynamic Hedging

Dynamic Hedging

Hedging individual exposures improving on a static hedge

Active Currency Overlay

Active Currency Overlay

Transforming existing exposures improving risk-adjusted returns

Absolute Return

Absolute Return

Unconstrained, aiming at achieving uncorrelated returns

News & Media

FT Podcast, Currencies on the move

December 1, 2017

FT Podcast, Currencies on the move

Wall Street Journal Podcast: Where is the U.S. Dollar Going?

July 6, 2017

Wall Street Journal Podcast: Where is the U.S. Dollar Going?

Moody's downgrades China: What the fund managers are saying

May 26, 2017

Moody's downgrades China: What the fund managers are saying

FT Hard Currency Podcast: Smoking May, red-hot June

May 5, 2017

FT Hard Currency Podcast: Smoking May, red-hot June

Insights & Studies

Millennium Global Macro and Currency Outlook: Highlights Q4 2017

October 11, 2017

Millennium Global Macro and Currency Outlook: Highlights Q4 2017

Millennium Global Macro and Currency Outlook: Highlights Q3 2017

September 27, 2017

Millennium Global Macro and Currency Outlook: Highlights Q3 2017

The Importance of Addressing Currency Risk in an International Portfolio

January 18, 2017

The Importance of Addressing Currency Risk in an International Portfolio