Guides

Maximizing the Systematic Opportunity with SMS

These absolute return vehicles seek to harness the breadth of numerous systematic investment styles, aiming to deliver uncorrelated and attractive risk-adjusted performance in a wide range of market environments.

Campbell & Company
March 2019

Understanding Systematic Multi-Strats

The systematic process has been successfully applied to a number of different investment domains, including quantitative macro, equity market neutral and short-term trading, along with the more conventional trend following.

Campbell & Company
February 2019

Prospects for CTAs in a Rising Rate Environment – A Refresh

The multi-dimensional approach to portfolio diversification employed by many CTAs may lessen the effect, positive or negative, of any single risk factor (including the monetary policy environment) on performance. This is an update of our past document from 2013.

Campbell & Company
May 2018

Harvesting Global Carry

Explore three different types of carry trades

Campbell & Company
June 2017

Crisis Alpha Everywhere

Trend following from a multi-asset perspective

Campbell & Company
March 2017

An Introduction to Global Carry

Carry strategies seek returns from the net benefit (or cost) of holding an investment, in excess of price appreciation/depreciation.

Campbell & Company
January 2016

Deconstructing Futures Returns: The Roll of Roll Yield

Futures and spot returns on the same underlying asset often diverge, and the magnitude of this divergence is known as the futures “roll yield.”

Campbell & Company
February 2014

Prospects for CTAs in a Rising Interest Rate Environment

The multi-dimensional approach to portfolio diversification employed by many CTAs may lessen the effect, positive or negative, of any single risk factor (including the monetary policy environment) on performance.

Campbell & Company
January 2013