Research & articles


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.

(January 2018)

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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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All articles on Trend following

More than 25 years of trend following

In a continuously evolving world, it is our ambition to keep on adapting. (January 2017)

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)

Riding the kurtosis

How can the behavior of markets be viewed in the context of kurtosis? (January 2013)

Potential profitability for trend following systems

Introducing trendpot. (January 2010)