Monthly QIS Review - November 2025

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 ...
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4 min read

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Monthly QIS Review - October 2025

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 — ...
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4 min read

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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Get the research behind strategies most professional allocators trust, but almost no one explains.

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

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
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