By Mike Going, Mike Marcey, and Marat Molyboga, Efficient Capital – Inflation has been at the forefront of the agendas of investors and central banks...
By Kathryn M. Kaminski and Yingshan Zhao, AlphaSimplex – As macroeconomic uncertainty and inflation created havoc on traditional assets in 2022, this resulted in...
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...
