- Advertisement -
- Advertisement -

Special Report: Quant Strategies 2021

- Advertisement -

Stockholm (HedgeNordic) – The 2021 special report on quant strategies and systematic trading is out! Once again, we have accumulated interesting trends, news features, and some history on this ever-exciting topic. We are therefore pleased to share insights from some of the most renowned traders, academics, allocators and industry experts from the Nordic region and beyond.

In this edition, editor Kamran Ghalitschi questions if  “Two Horses Butts” could be interfering with systematic models and Hamlin Lovell gives an overview of the history and some terminology of systematic traders in “Three Centuries of Systematic Trading.”

Harold de Boer lets us in on how Transtrend is “Prepared for Inflation,” while Razvan Remsig explains “The Diversifying Power of Chinese Futures Markets” for Aspect Capital. In a first time contribution, the quant team at Munich Re Investment Partners – consisting of Moritz Heiden, Felix Hofer and Adam Golden – explain their interesting approach of “Cash & Carry in the Emissions Markets” and Finnish CTA veteran Martin Estlander puts focus on mitigating the effects of rough downturns on investor portfolios through “All-Weather Sailing” strategies.

Linköping-based money manager Alexander Hyll from Adaptive Paradigm Alpha explains why he believes his quantamental approach combines “The Best of Both Worlds” and in an insightful editorial, Dan Rizzuto and Linus Nilsson deliver “A Contemporary Evaluation of Key Alternative Investments: CTAs, Risk Premia, and Hedge Funds.”

In “AI Aid,” Eugeniu Guzun discusses how artificial intelligence is influencing asset management with Per Ivarsson, Head of Investment Management – RPM Risk & Portfolio Management, Martin Källström, Partner and Senior Managing Director – Lynx Asset Management, Daniel Broby, Director of the Centre for Financial Regulation and Innovation in the United Kingdom and Sebastian Schäfer, Managing principal – Leibniz Group.

Niels Kaastrup-Larsen of TopTradersUnplugged and  Richard Brennan, MD at ATS Trading Solutions describe “An Alternative to the Classic 60/40 Portfolio” and Dan Taylor, CIO at Man Numeric, shares his views on “The Future of Quant Equity” and Christian Kjær, Head of Liquid Markets at ATP, describes “ATP’s Smart Beta Approach.”

New York-based hedge fund allocator gone media-man Raphael Blunschi  is convinced “The Parasocial Multisensory Virtual Pitchbook” is here to change communication efforts of hedge fund managers and to round things off, we let you listen in on an interesting discussion we had with three Nordic quant managers on the merits of stop-loss orders in “To Stop or Not to Stop.”

We do hope you find some interesting reads and food for thought in this special report on systematic strategies. Enjoy the read by clicking here to access the report or flip through it below.


Title Pic: (c) Pablo Hidalgo—shutterstock.com


Subscribe to HedgeBrev, HedgeNordic’s weekly newsletter, and never miss the latest news!

Our newsletter is sent once a week, every Friday.

Kamran Ghalitschi
Kamran Ghalitschi
Kamran has been working in the financial industry since 1994 and has specialized on client relations and marketing. Having worked with retail clients in asset management and brokerage the first ten years of his career for major European banks, he joined a CTA / Managed Futures fund with 1,5 Billion USD under management where he was responsible for sales, client relations and operations in the BeNeLux and Nordic countries. Kamran joined a multi-family office managing their own fund of hedgefunds with 400 million USD AuM in 2009. Kamran has worked and lived in Vienna, Frankfurt, Amsterdam and Stockholm. Born in 1974, Kamran today again lives in Vienna, Austria.


Most Popular This Week


Request for Proposal

- Advertisement -

Latest Articles

Alcur’s Third Win in a Row

Stockholm (HedgeNordic) – Alcur Fonder’s first hedge fund, Alcur, has been named “Hedge Fund of the Year” by Swedish business magazine Privata Affärer for...

Lynx is Fund Company of the Year, Says Privata Affärer

Stockholm (HedgeNordic) – Lynx Asset Management has been named “Fund Company of the Year” by Swedish business magazine Privata Affärer. The distinction comes after...

RFP: Absolute Return Multi-Strategy/Fund of Funds

(Global Fund Search) - A Danish Institutional Investor is searching for an absolute return strategy for an allocation of EUR 40 million. The mandate...

Brummer Multi-Strategy Navigates 2022’s “Perfect” Storm

Stockholm (HedgeNordic) – 2022 experienced a “perfect” inflation storm due to an unprecedented amount of monetary and fiscal policy stimulus during the pandemic, war,...

Dream Comes True for Grönblom

Stockholm (HedgeNordic) – Ernst Grönblom had been running his high-conviction strategy of cherry-picking the stock market’s undervalued future winners under the umbrella of United...

Boarding the Broader Alternatives Ship

Stockholm (HedgeNordic) – Tore Davidsen, portfolio manager of SEB Eureka Fixed Income Relative Value since its launch in 2018, will join BankInvest as Senior...