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Stay ahead of the regulatory and market intelligence that matters to your business. Our insights cover the full breadth of Convexium’s expertise. Our team of quants, data scientists, and regulatory specialists write for the people who actually deal with these challenges. AIFMs, compliance teams, fund administrators, commodity desks, hedge funds, family offices, and broker dealers. No filler. No generic commentary. Just considered perspectives on the regulation, the technology, and the market dynamics that affect your decisions.
AIFMs will be expected to evidence how decisions are supported, operationalised and reported across loans, liquidity, delegation and governance, using connected, reliable data rather than fragmented systems. Those that prepare early will feel the difference later.
Published On March 2026
With AIFMD II set to take effect by April 2026, Annex IV reporting is about to become even more demanding. In this article we break down why Annex IV remains one of the toughest regulatory challenges for AIFMs, what’s changing under AIFMD II, and how firms can prepare without disrupting day-to-day operations.
Published On November 2025
Pharma, CDMO & Formulations businesses unlock $572 billion opportunity with EU FTA. This calls for a new blueprint for unprecedented market access, strategic partnerships, JVs and M&As in the EU.
Published On February, 2026
By dismantling silos and consolidating diverse data sources, data lakes empower hedge funds, broker dealers, and commodities traders to make faster, more informed decisions. Capable of handling both structured and unstructured data, data lakes provide a unified view, help in generating higher alpha, support real-time decision-making, and mitigate risk.
Published On May 1, 2024
By dismantling silos and consolidating diverse data sources, data lakes empower hedge funds, broker dealers, and commodities traders to make faster, more informed decisions. Capable of handling both structured and unstructured data, data lakes provide a unified view, help in generating higher alpha, support real-time decision-making, and mitigate risk.
Published On April 25, 2024
Energy trading and importance of hedging techniques (VaR/CVaR, hedge ratio) to manage market structures (contango/backwardation), distinct spot market trading process for physical delivery, potential risks / rewards, and the inherent risks that need to be considered while using quantitative techniques for maximizing profits and minimizing losses.
Published On March 06, 2024
The ‘Iron Condor’ options strategy is a complex but effective approach for profiting in stable markets. It helps choosing an underlying asset, defining price range to managing risks. Strategy leverages theta decay and volatility analysis to maximize gains, even including a Python implementation for practice.
Published On October 5, 2023
A concise overview of commodity trading, commodity hedge funds, and distinctions between Global Macro hedge funds, Commodity Trading Advisors (CTAs), and Commodity Hedge Funds. Discussion on different quant models used by commodity hedge funds for commodity pricing strategies.
Published On July 13, 2023