Monthly QIS Review - September 2025

Executive Summary September 2025 was mixed but modestly positive for quantitative‑investment strategies (QIS). The average composite returned +0.26% MTD, with 20 of 42 strategies (≈48%) finishing higher. Cross‑sectional dispersion widened ...
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4 min read

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Free Your Alpha. Keep Your Trend.

Introduction Trend-following strategies have long been considered a cornerstone of strategic allocations. They are valued for their ability to deliver diversification in moments of market stress and to provide convex payoffs when ...
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5 min read

Monthly QIS Review - August 2025

Executive Summary August 2025 was constructive for QIS. The average composite gained +0.62% MTD, with 30 of 42 (≈71%) strategies positive. Cross‑sectional dispersion narrowed to ~4.5 ppts (top minus bottom), a step tighter than July. ...
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3 min read

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Beyond Labels: The RQT Index, a Bank QIS Composite for Trend Exposure

Trend following has long been part of the allocator’s toolkit. Its appeal lies in its asymmetry: modest losses in sideways markets offset by strong gains when trends persist. Yet many widely used benchmarks—typically CTA peer groups or ...
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7 min read

Show Me Your Back Test and I Show You Your Risk

In a series of previous posts, we highlighted the huge potential of Quantitative Investment Strategies (QIS) for creating profitable and risk-controlled portfolios. QIS are systematic absolute return strategies calculated as indices and ...
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7 min read

The Hidden Power of QIS – The Secret Sauce for Successful Investing

Quantitative Investment Strategies (QIS) have experienced a significant surge in popularity across hedge funds, particularly within multi-manager platforms and among highly sophisticated investors. However, these valuable investment tools ...
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7 min read

The Hidden Power of Portfolio Diversification: Beyond Traditional Investment Boundaries

In the investment world, there's an age-old saying about never getting something for nothing. Yet, proper diversification comes remarkably close to this investment holy grail -offering the potential to enhance returns while simultaneously ...
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6 min read

Who Is the Next Star? How Past Performance Can Forecast Expected Hedge Fund Returns

Every investor has come across the typical disclaimer: "past performance is not necessarily indicative of future results". While this might be true for a single investment, given the many qualitative and quantitative aspects to consider ...
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10 min read

Finding the Sweet Spot for Long Biased Hedge Fund Investing

What is the optimal market exposure for a portfolio of hedge funds? The answer to this question directly depends on an investor’s risk appetite and the role the hedge fund portfolio should play within their broader allocation. Yet, it is ...
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11 min read

QIS: A Liquid Alternative to Multi-Manager Hedge Funds?

Multi-manager hedge funds have offered very attractive returns at relatively low risk levels over the past few years. As a result, they have captured the attention of numerous investors, leading to an ongoing influx of assets under ...
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10 min read
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