Insights

December felt like the kind of month that often gets overlooked: low volumes, little drama, and a market that largely chose to end the year without forcing a fight. But for systematic strategies, these “quiet” months can be deceptively ...

After a strong October, November felt like a month where markets simply took a breath. Headline indices didn’t move much, yet under the surface, the rotations were meaningful—and quantitative investment strategies picked up on those shifts ...

Executive Summary October proved a mixed month for the quantitative investment strategy (QIS) universe. The average composite returned +0.08% MTD, with roughly 48% (20 of 42) strategies posting gains. Dispersion widened meaningfully — ...

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 ...

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 ...

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. ...

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 ...

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 ...

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 ...