LGIM Blog - Aude Martin, ETF Investment Specialist

Disclaimer: Views in this blog do not promote, and are not directly connected to any Legal & General Investment Management (LGIM) product or service. Views are from a range of LGIM investment professionals and do not necessarily reflect the views of LGIM. For investment professionals only.

Aude Martin

Aude joined L&G ETF in July 2019 as a cross-asset ETF Investment Specialist. Prior to that, Aude worked as a delta one trader at Goldman Sachs and within the structured-products sales teams at HSBC and Credit Agricole CIB. As an investment specialist, she contributes towards the design of investment strategies and actively supports the ETF distribution and marketing efforts. She graduated from EDHEC Business School in 2016 with an MSc in Financial Markets.

Other articles by Aude Martin

AI and cyber

Could you spot an AI-powered cyber scam?

As cybercriminals harness the power of AI to make their attacks more credible, what can be done to distinguish genuine communications from sophisticated scams?

cyber security

Could technology help bridge the cyber security skills gap?

Overcoming the challenge of an estimated shortfall of 4 million cyber security professionals.

Digital warehouse

How automation is transforming logistics

Ever wondered what goes on inside a giant high-tech logistics site?

Cyber-security padlock

How is cyber security changing, and what does this mean for investors?

We take stock of today's cyber security landscape, and consider the potential drivers of growth in the years ahead.

Field mice

Mice that roar

After a year in which a handful of tech mega caps dominated core indices, we examine the outlook for US small caps, and how a quality tilt could add resiliency to this exposure.

Gold bullion

Gold or broad commodity exposure: which is the better diversifier?

We've run the numbers to see how the two compare in terms of inflation hedging and offsetting drawdowns in multi-asset portfolios.

data visualisation

Finding an edge in commodities: a tale of two futures curves

In the second instalment of a series on backwardation and contango, we consider the differing structural drivers of the future curve for two commodities - and how we believe investors can potentially benefit.

Finding an edge in commodities: why backwardation matters

In the first instalment of a two-part blog on backwardation, we explain how the mechanics of investing in commodities via futures contracts can influence returns.

upstream AI

Identifying upstream enablers in the AI revolution

The cycle of more data leading to more sophisticated AI models means we expect the rate of change to continue to take many by surprise.

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