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...
London (HedgeNordic) – The first half of 2022 will be remembered as an exceptional environment for systematic managers who specialize in trend-following, commonly known...
Stockholm (HedgeNordic) – Many trend-following strategies have flourished in 2022 amid a persistence of larger trends across several asset classes. The most successful trend...
Stockholm (HedgeNordic) – Nordic trend-followers notched big gains in September, with the group advancing 3.0 percent on average last month to take the year-to-date...
Stockholm (HedgeNordic) – Systematic trend-following strategies as a group have enjoyed an outstanding 2022 so far, but the industry still experienced diverging fortunes this...
Stockholm (HedgeNordic) – After trends took a breather in May, Nordic trend-following CTAs are back at it again: back at successfully capturing trends. Four...
