Systematic

When markets sell off overnight as they did during the coronacrash, how can investors protect their portfolios? Focusing on the first quarter of 2020, Sandy Rattray and Otto van Hemert explore why trend and quality-based strategies have proved resilient, and the rebalancing strategies that can help reduce the severity of drawdowns.

The environment for hedge funds remains broadly attractive in credit, specialised equity long-short, quantitative and equity arbitrage strategies.

As we enter the final few months of an incomparable year, it is difficult to tell what trends in asset management will return to their previous track and what has been irrevocably changed by the coronavirus pandemic. In the third episode of our webinar series, Sandy Rattray and Luke Ellis discuss the future of fund management.

Even a long history of gains is hard to reconcile with a decade of pain for Value investors. In the second webinar of our CIO Agenda series, Sandy Rattray and Daniel Taylor discuss whether the march towards zero or negative nominal interest rates and their consequences can help provide some clues as to Value’s fate.

Why we have a positive outlook on credit, equity long-short, statistical arbitrage and macro strategies.