Francois Oustry

Head of Quantitative Investment Team

Francois leads a team that is responsible for dynamic hedging and quantitiative investment solutions.

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

Millennium Global Investments awarded €2 bn currency mandate by ERAFP

April 19, 2018

Millennium Global Investments awarded €2 bn currency mandate by ERAFP

Millennium Global contributes to the £1m raised for 'The Felix Project: Help a Hungry Child' campaign

February 13, 2018

Millennium Global contributes to the £1m raised for 'The Felix Project: Help a Hungry Child' campaign

Market volatility spurs some funds to look again at currency hedging

February 7, 2018

Market volatility spurs some funds to look again at currency hedging

FT Podcast, Currencies on the move

December 1, 2017

FT Podcast, Currencies on the move

Insights & Studies

Millennium Global Macro and Currency Outlook: Highlights Q3 2018

July 13, 2018

Millennium Global Macro and Currency Outlook: Highlights Q3 2018

Millennium Global Macro and Currency Outlook: Highlights Q2 2018

April 26, 2018

Millennium Global Macro and Currency Outlook: Highlights Q2 2018

The “Yield Shield” : An Approach to Managing Emerging Market Currency Risks

March 28, 2018

The “Yield Shield” : An Approach to Managing Emerging Market Currency Risks