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Trend following

Speed skating – volatility versus drawdowns

The risk-return relationship of speed skating is comparable to that of investing. Instead of slippery ice, the investor’s course offers market risk.

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Responsible investing

Transaction costs according to PRIIPs

The methodology to calculate transaction costs according to PRIIPs does not meet the basic premise that buying at a higher price is more expensive than buying at a lower price.

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Tulips
Risk management

Our two cents on bitcoin

Simply not trading bitcoins does not necessarily protect an investor from damage caused by a bursting bubble.

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Market dynamics

A story of volatility

The extent to which volatility harms or benefits an investment strategy first and foremost depends on the choices made by the investment manager.

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Responsible investing

Active or passive?

Contributing to the market versus disturbing the market.

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Trend following

More than 25 years of trend following

In a continuously evolving world, it is our ambition to keep on adapting.

Risk management

The instability of VaR measures

How to address the overreaction of VaR measures to large price moves.

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Trend following

Hay fires and self-heating

Our 2013 analysis of the market behavior prior to and after 2008 − what changed and how should we adapt?

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Market dynamics

Riding the kurtosis

How can the behavior of markets be viewed in the context of kurtosis?

Trend following

Potential profitability for trend following systems

Introducing trendpot.

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André Honig
André
Honig
Jacqueline Wilton-D'Elfant
Jacqueline
Wilton-D'Elfant
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