Section
Trend Following
16 posts
Return Stacking and Managed Futures: Rethinking Diversification Without Sacrifice
For decades, managed futures have been a cornerstone of institutional portfolios—quietly delivering uncorrelated returns and cushioning market shocks.…
Navigating Volatility: The Case for Tactical Alpha
In today's volatile markets, alternative investments are key for diversification, resilience, and returns, but they demand expertise to navigate. Ash Lawrence, Head of AGF Capital Partners and Scott Radke, CEO and Co-CIO of New Holland Capital discuss...
Concentration, Complacency, and the Case for Diversification
For years, the S&P 500 has looked like a rocket ride—powered mostly by a handful of mega-cap tech…
Relative-Value Macro: Finding Friends Outside the Trend
by Vikas Kapoor, Head—AB Hedge Fund Solutions, Sharat Kotikalpudi, Director of Quantitative Research—Multi-Asset Solutions, AllianceBernstein Trend-following may struggle…
How to Add Trend Following Alpha Without Sacrificing Your Core Portfolio with Rodrigo Gordillo
Listen on The Move 🎯 What if you could protect your portfolio during market crashes, boost returns,…
Riding Out the Storm: Why Trend Following Still Deserves Your Patience
2025 hasn’t been kind to trend followers. Returns are sagging, drawdowns are biting, and the question on everyone’s…
Outsmart the 60/40 Trap: How Return Stacking Changes the Game
This strategy adds alpha, cuts risk, and doesn’t touch your core portfolio.
Expand Your Mind and Your Commodity Universe
by Ben Chen, Jim Masturzo, Research Affiliates Key Points Expanding the commodity universe beyond the traditional index constituents…
When Managed Futures Stumble, History Says: Stick Around
2025 hasn’t been an easy year for trend followers. In fact, it’s been downright brutal. According to Virtus…
Bond Voyage! Rethinking Traditional Diversifiers in the Modern ETF Era
In the most recent episode of "Raise Your Average,”1 co-hosts Pierre Daillie and Mike Philbrick welcome back Tony…
Bond Voyage! Saying Goodbye to Traditional Diversifiers
When your “diversifiers” stop diversifying, what do you do? ETF analyst Tony Dong has a few ideas—some that…
Walking the Tightrope: Trend Following’s Tricky Tradeoffs
by Jim Masturzo, Partner, Chief Investment Officer, Multi-Asset Strategies, Research Affilates Key Points Trend-following strategies can offer attractive,…
Understanding CTAs: The Structural Core of Modern Liquid Alternatives
Why Commodity Trading Advisors Deserve a Prominent Seat at the Alternatives Table In an investment climate increasingly shaped…
Fortifying Portfolios in Uncertain Times: Lessons from Picton Mahoney
In equity and bond markets increasingly punctuated by volatility and unexpected economic events, the traditional investment framework is…
The Art of Patient Diversification: Lessons from Meketa and Mutiny
Investing is a balancing act, a constant tension between risk and reward, fear and greed, offense and defense. Two distinct voices in the investment world
Building a better portfolio with trend-following strategies
by Jason Zhang, CFA, Portfolio Manager, SLGI Asset Management Inc. In my previous article, I explained how adding…
