How ‘Crisis Alpha’ Is Being Harvested by Trend-Following Quants

Discussion in 'Wall St. News' started by Banjo, Apr 17, 2020.

  1. Banjo

    Banjo

    #1     Apr 17, 2020
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    ajacobson and murray t turtle like this.
  2. murray t turtle

    murray t turtle

    #2     Apr 17, 2020
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  3. R1234

    R1234

    and they will go back to multi-year drawdowns after this passes.
    Trend following CTAs are dead money.
     
    #3     Apr 17, 2020
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    richDude likes this.