In this issue of “Systematic Strategies and Quant Trading,” HedgeNordic put together a collection of perspectives from some of the most experienced and forward-thinking asset managers, who take a systematic and quantitative approach to trade financial markets.
What binds all these voices together is a shared commitment to structure. To rules. To systems and to order.
Please find the report here. Happy reading!
The publication opens up with a discussion on “Transtrend’s Hands-On Approach to Systematic Trade Execution,” where Head of Trading Marc Putter shares how systematic trading can help managers navigate market stress and maintain precision. At Mandatum, portfolio manager Ville Rantanen explains how meta-models and regime awareness power their adaptive managed futures strategy, essentialy revealing “The Secret Behind Mandatum’s Managed Futures Strategy.”
GreshamQuant Co-Heads – Dr Thomas Babbedge, Chief Scientist and Jonty Field, Chief Operating Officer – dive into the “CTA Goldilocks Zone,” emphasizing the importance of capacity, execution, and market selection in building resilient, differentiated commodity trend strategies. Meanwhile, in “UBP’s U-Access Campbell UCITS,” UBP’s Fredrik Langenskiöld walks us through the strengths of a diversified, multi-strategy quant fund.
Back in the Nordics, Patrik Säfvenblad at Volt Capital Management outlines the design of “Volt’s Approach to Trend-Following” that balances machine learning, faster models, and commodity diversification – all while retaining low correlation to their flagship macro program. Further afield, Challenger’s Australian-based team shows how they turn a “Time-Zone Constraint into a Cross-Asset Systematic Portfolio” designed for low-correlation alpha, combining QIS strategies with proprietary models.
This year’s edition also documents “the Rising Adoption of Quantitative Investment Strategies Among Nordic Investors.” Deutsche Bank’s Edvin Petersson highlights a shift among institutional investors from generic risk premia bundles to more granular, purpose-driven QIS allocations. In “Honey, you Shrunk the Skew,” Linus Nilsson of Tidan Capital challenges conventional wisdom on the positive skew in trend-following strategies, revealing that the choice of time frame tends to influence skew, among other observations.
The publication also summarizes the seminar “New Nordic Quant Strategies: Innovative Alternatives for Shifting Markets” in Stockholm co-hosted by RPM Risk & Portfolio Management and HedgeNordic. The event showcased six Nordic-based managers representing a range of interesting quantitative investment strategies.
Enjoy the read! You can access the publication through the link below.
Pic: (c) bernd-dittrich—unsplash.com
