Long term trend following strategies suffered a large “give back” month in November. There was a substantial and broad-based reversal in trends across all asset classes
Most systematic trend programs suffered some degree of setback in October in the equity index markets, due to short positions carried over from late September
Michael Dicks of PGIM Wadhwani gives his views on the macroeconomic outlook and what types of strategies and exposures should smooth choppy equity waters in the coming six months
Investors piled into managed futures after the GFC but the strategy disappointed. Returns are back up, however, and this time they might be more sustainable