By Alan Dunne and Niels Kaastrup-Larsen, Top Traders Unplugged – 2022 was in some ways a reminder of why Managed Futures strategies, particularly Trend Following...
Stockholm (HedgeNordic) – Summarizing, 2022 underlined the case that trend following CTAs should not only be a part of a portfolio to provide diversification...
London (HedgeNordic) – PIMCO’s commitment to quantitative strategies, and its distinctive environment for quant research, were first developed in 2003, the year its quant...
Stockholm (HedgeNordic) – In the investment management arena, 2022 was the year of trend-following CTAs. Twenty of the world’s largest CTAs tracked by Société...
Stockholm (HedgeNordic) – The average return of the eight “CTA” constituents of the Nordic Hedge Index that had positive performance in 2022 was 14.4...
Stockholm (HedgeNordic) – Trend-following CTAs enjoyed one of their best years in 2022 amid a lack of equilibrium across regions and asset classes. The...
By Harold de Boer – Transtrend: “How would the investment manager characterize the basic trading approach for this strategy? What percentage is ‘Discretionary’ and...
By Cliff Asness – AQR Capital Management: The Federal Reserve has an explicit dual mandate. Managed Futures strategies have an implicit one—specifically, 1) deliver positive...
By Dan Rizzuto and Linus Nilsson: In our September 2021 article (HedgeNordic Systematic Strategies, 2021) we sought to evaluate CTAs, Risk Premia, and Hedge...
