Financial markets experienced a turbulent year in 2018, which affected the performance of trend following strategies. In response, trend followers have shifted positioning, as they did in 2007-2008, to hold more short positions than long positions. Going into 2019, trend following strategies are positioned for potential change. Kathryn Kaminski, Chief Research Strategist and Portfolio Manager at AlphaSimplex discusses:

  • Is this time different?
  • How did trend navigate 2007 and 2018?
  • How do market reversals impact trend positioning?
  • What can we expect going forward?

This material has been provided for information purposes only to investment service providers or other professional clients, qualified or institutional investors and, when required by local regulation, only at their written request. This material must not be used with retail investors.

This material has been provided for information purposes only to investment service providers or other professional clients, qualified or institutional investors and, when required by local regulation, only at their written request. This material must not be used with retail investors.

The provision of this material and/or reference to specific securities, sectors, or markets within this material does not constitute investment advice, or a recommendation or an offer to buy or to sell any security, or an offer of any regulated financial activity. Investors should consider the investment objectives, risks and expenses of any investment carefully before investing. The analyses, opinions, and certain of the investment themes and processes referenced herein represent the views of AlphaSimplex as of 31/12/2018. There can be no assurance that developments will transpire as may be forecasted in this material. Past performance information presented is not indicative of future performance. Although Natixis Investment Managers believes the information provided in this material to be reliable, including that from third party sources, it does not guarantee the accuracy, adequacy, or completeness of such information. This material may not be distributed, published, or reproduced, in whole or in part.

AlphaSimplex is an affiliate of Natixis Investment Managers.