Loomis Sayles on Loans - Q4 2022

A quarterly look at data and topics in the syndicated loan market.

  • January 19, 2023
  • Financial Professional content – requires login
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Managed Futures and Market Stress

AlphaSimplex’s Katy Kaminski discusses crisis alpha, why trend-following strategies generated positive returns in 1H, and trends to watch in 2H 2022.

Quantifying Turbulence in Trend Following

The authors examine historical periods of high turbulence and classify their driving forces to gain a better understanding of these extreme events.