Trend Following
Why to avoid alpha, and how – part 3
Decomposing ‘crisis alpha’ into crisis beta and negative alpha.
June 2019
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Trend Following
The importance of being robust, not slow
An illustration of the first- and second-order disadvantages of slower systems.
July 2018
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Trend Following
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.
November 2017
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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.
January 2017
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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?
July 2013
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