PrintThe New Core Allocation: Long/Short Equity
With equity valuations at elevated levels, subdued economic growth due to changing demographics and stubbornly low productivity gains, as well as 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.
READ NOW >Bounded Rationality: Tapping Investor Behavior to Source Alpha
We believe a better opportunity to outperform the market comes instead from anticipating investor behavior. In the following pages, we explain how behavioral biases shape the expectations around a company and ultimately influence its stock price. These biases often lead to a predictable pattern of how investor expectations will evolve and offer a rare opportunity to capture alpha in an otherwise
efficient market.
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
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.
READ MORE >An Environmental Study: Counter-Trend Trading
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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