Insights

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 ...

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 ...

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 ...

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 ...

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 ...

Multi-manager funds have recently experienced remarkable growth in terms of asset acquisition. The rationale behind investors increasingly allocating their hedge fund investments towards these funds is understandable; they consistently ...

Over the past few years, Multi-PM platforms have gained significant traction due to their ability to deliver high returns, low volatility, and minimal correlation to equity markets (refer to The Exclusive Club of Multi-PM Hedge Funds). ...