This conceptual whitepaper examines how trend-following strategies tend to behave in uncertain, changing macro environments and how these can be complementary within an investor’s portfolio.
A quarterly look at data and topics in the syndicated loan market.
AlphaSimplex examine how often turbulence is high on both a daily and monthly basis and use a novel method to classify what forces are driving turbulence: magnitude surprises or correlation surprises.
Rightly or wrongly, the investor believes there is a link between inflation and more volatility in equity markets. An investor who is concerned over a rising equity risk in his portfolio may opt for an overlay strategy to reduce it, rather than government bonds.