Alternatives
From the Consultants’ Desk: Trends in the Private Equity Market
Even investors not involved with private equity can be affected by the interplay with the public equity side, particularly in the US growth space.
From the Consultants’ Desk: Investment Portfolio Construction Trends at Midyear
US equity exceptionalism sentiment, value, shorter durations, and unicorns are among the asset allocation trends explored.
Portfolio Rebalancing Using Derivatives: Futures Overlays
Research paper explores how synthetic rebalancing using a futures overlay can help manage risk, reduce transaction costs, and minimize taxes.
- August 1, 2022
- Mark J. Cintolo
Institutional Investing Trends Observed at Midyear 2022
Amid the failed diversification of disappointing returns from both stocks and bonds, there are some bright spots in institutional investing trends.
- July 22, 2022
- Mark J. Cintolo
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.
Macro Uncertainty and Managed Futures: Navigating the Extremes
Performance impact of market selloffs and rallies across asset classes and trend-following strategies is analyzed.
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.
Top Concerns for Professional Fund Buyers in 2018
With the return of market volatility, professional fund buyers reveal their top concerns–and how they plan to meet their goals despite them.