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