Systematic

Trend investors contend with policy shifts of an ever-greater magnitude. How can they separate fact from fiction when it comes to riding out market cycles?

Without the ability to predict the future, combining diversification, volatility scaling and systematic risk controls is a robust long-term strategy.

Academics are sceptical about investors’ ability to time markets. Is this justified? We don’t think so. Here, we explain why marketing timing is simply too important to ignore.

Trend investors have had a bumpy ride so far this year, but how does today compare with history?

Russell Korgaonkar explores the value of a systematic approach in an increasingly fragmented market environment.

Discovering we’re in an economic regime after the fact risks missing vital information for adapting investment processes. How can we employ systematic methods to identify economic regimes and use them to predict returns?

Scaling positions by volatility, rather than nominal value, can help to manage the risks associated with investing in cryptocurrencies.

The quality of a dish lies in its recipe. We explain why portfolio construction follows the same principle.

It’s fast becoming industry lore that DC savers need to take more risk for longer to generate better outcomes after they retire. But are broad-market equities always the best way forward? 

In part one of a new series on the asset class, the AHL team explains why it’s worth looking beyond the ‘peak perils’ of catastrophe bonds to terrorism insurance.

Can investors challenge the Mag Seven and live to tell the tale? We argue they can, through Portable Alpha solutions.

Cryptocurrencies may be well suited to trend-following approaches. However, the quantity of coins traded should balance the benefits of diversification against transaction costs.