Database Updated


The Database contains 1554 different managers, representing 2840 different investment strategies.For the current reporting month, 600 managers have reported returns. For the prior month, we have 1026 live managers.In total, the database contains 21538 years of manager data.

Explaining Dispersion for Trend Following Strategies in February


The last couple of weeks have offered “interesting” markets (May we live in volatile times), but also a high degree of differentiated performance for trend following strategies, with some strategies recording negative numbers while others offer a degree of equity market protection. We are currently updating data for February and expect to publish a new … Continue reading Explaining Dispersion for Trend Following Strategies in February

Database Updated


The Database contains 1552 different managers, representing 2830 different investment strategies. For the current reporting month, 264 managers have reported returns. For the prior month, we have 997 live managers. In total, the database contains 21438 years of manager data. We noted that in addition to the managers we track on a daily basis, there … Continue reading Database Updated