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

Emerging Asian Equity Opportunities

In the 10 years from 2008 – 2017, economies of the 10-member countries of “The Association of South East Asian Nations” have averaged GDP growth of 5.1 per cent a year but their stock markets increased just 4.6 per cent a year.

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 Future 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