HedgeNordic Special Edition on Systematic Strategies

We recently contributed to HedgeNordic’s Special report on Systematic Strategies, with an article called “CTAste – A Potpourri of Flavors” discussing the similarities between systematic and discretionary strategies. The article can be found here: https://hedgenordic.com/2020/06/systematic-strategies/

Stockholm (HedgeNordic) – In this special report on Systematic Strategies, Harold de Boer of Transtrend talks about “Zero and its relatives,” Leda Braga and Matthias Hagmann are revisiting “Trend Following CTAs,” while Razvan Remsing at Aspect Capital is looking into if we are seeing “A new climate for Systematic Investing.”

A new trading team from Finland, NS Quant is “Sanity Checking Momentum and Trend” and Austrian smn turns to “Alternative Markets Amidst the COVID Turmoil.” We also had the chance to talk about “60/40 Portfolios and the Need for Smart Diversification” with Quantica´s Artur Sepp, while NilssonHedge lets us in on “A Potpourri of Flavors.”

The team from OQAM talks about how they aim to utilize “The 8th Wonder of the World” to generate returns for their investors. Man AHL’s co-Head Machine Learning, Slavi Marinov, gives us some background on “Natural Language Processing in Finance” in an educational contribution.

We also discuss the pros and cons in the epic battle of “Fundies vs. Quants” with insights from several Nordic managers, Alexander Hyll, CEO & Fund Manager at Adaptive Hedge Fund Management, Ola Björkmo and Jonas Sandefeldt, Portfolio Managers of QQM Equity Hedge and Pasi Havia, Portfolio Manager at Helsinki Capital Partners. To wrap it up, Katy Kaminski and Ying Yang from AlphaSimplex are investigating “The Corona- Virus Crisis: What is the same? What´s different”. And there is more yet!

HedgeNordic

The full report can be found here: https://hedgenordic.com/wp-content/uploads/2020/06/systematic_strategies.pdf

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