Systematic

How can trend-following’s “crisis alpha” credentials be monetised when there’s no crisis?

On the bright prospects for bonds and multi-asset portfolios.

Little progress has been made to date to leverage machine learning models for factor portfolio attribution. We explain where and how systematic investors can find granular, local explanations of performance.

Human perspectives and a well-developed technology framework are critical to successfully designing and running a systematic, multi-asset climate portfolio.

The credit trading revolution is finally here. Catch this webinar replay to discover the alpha opportunities for systematic investors.

Why add quantitative approaches to a multi-strategy and what impact can it have? Matthew Sargaison, CEO at Man AHL, continues to share his insights into the world of multi-strategy alternatives.

Sudden market shocks often bring into question trend-following's 'crisis alpha' credentials: its convexity profile or skewness. Aren't trend-following strategies supposed to protect on the downside? The answer lies in the period over which we want protection.

Katie Martin, Markets Editor at the Financial Times, joins Robyn Grew to discuss US equity’s reluctant rally and how this peculiar market environment affects the way investors are thinking about liquidity in their portfolios.

Our new research demonstrates a potential alpha-harvesting strategy based on the market’s apparent inefficiency at pricing climate risks.

When volatility spikes and markets move in unexpected directions, a good trend-following strategy has the speed and flexibility to adapt and roll with the punches – in other words, it can keep calm and carry on.

Execution within credit trading has undergone multiple turnarounds in recent years. In this paper, we explain what the dramatic changes mean for investors.

What makes a multi-strategy approach different? How does it generate alpha? Matthew Sargaison, CEO at Man AHL, shares his top insights for investors considering an alternatives-focused strategy.