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Sources of Return Dispersion in Alternative Risk Premia
ASG Research has identified eight sources of potential return dispersion across portfolios of risk premia strategies. A simulation analysis shows, returns can quite differ based on few alterations of these sources.
Why Investing in a Multi-Asset Credit Strategy Makes Sense
Keving Kearns, Portfolio Manager and Senior Derivatives Strategist at Loomis, Sayles & Co, discusses the diversification and drawdown management benefits arising from balancing interest rates and credit risk through a multi-asset credit strategy.
AlphaSimplex’s Managed Futures and Market Stress
AlphaSimplex’s Katy Kaminski discusses crisis alpha, why trend-following generated positive returns in 1H, and trends to watch in 2H 2022.
Managed Futures and Macro Uncertainty: Navigating the Extremes
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.
