Learning From AQR's "Which Trend is Your Friend?" Most trend measurement methods are similar at a higher level and would produce similar results. 01 July, 2015 / 0 Comments
Learning From "215 Years of Global Multi-Asset Momentum: 1800-2014" Significance of Relative Momentum premium is confirmed inside and across asset classes for the last two centuries. 01 July, 2015 / 0 Comments
Learning From Natixis' "Crisis Alpha" Managed Futures funds are cost effective diversifiers in a portfolio, providing "crisis alpha". 01 July, 2015 / 0 Comments