• The New Core Allocation: Long/Short Equity

    Core Allocation Long Short Equity

    With uncertain equity markets, the potential for subdued-to-negative economic growth looming, and a bleak outlook for fixed income, advisors are challenged to rethink foundational portfolio elements of investor portfolios—which means seeking out strategies that bolster the core going forward.

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  • Minimum-Variance Portfolio Composition

    Analytic Investors
    Minimum Variance Portfolio Composition

    The performance of equity portfolios optimized to have the lowest possible variance has attracted…

     

     

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  • Counter-Trend Trading

    A Systematic Method for Harvesting Short-Term Market Noise
    Counter Trend Trading Managed Futures

    The managed futures corner of the alternative investment space is one of the first places astute investors turn when they are seeking diversification from traditional asset classes. Traditionally, managed futures strategies have been associated with commodity trading advisors using trend following systems to trade a broad range of futures markets.

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  • An Environmental Study: Counter-Trend Trading

    Observed behavior of counter-trend models in different types of markets.
    Counter Trend Trading Managed Futures

    Counter-trend models offer a systematic method to take advantage of back-and-forth price swings (“noise”) in financial markets in order to capture returns with little or no correlation to traditional markets.

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