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Tactical Trading Awards 2022

Powered by AlphaBot and NilssonHedge

AlphaBot   NilssonHedge

AlphaWeek’s inaugural Tactical Trading Awards will recognise outstanding performance by global macro and managed futures strategies in a variety of categories.

To determine the winners, we have created a proprietary methodology which considers the reasons that investors allocate capital to tactical trading strategies; outperformance, risk management, and equity downside protection. Our methodology combines the Sortino ratio, downside capture, and the Serenity ratio creating a combined score for each program. The highest combined score in a given category is eligible for the award.

In the coming weeks, we will be announcing the categories in which we will be giving awards and the date on which we will be announcing the winners (sometime in February 2022). In the meantime, we have prepared an FAQ document that we hope will answer some or all of the questions you might have.

When is AlphaWeek announcing the winners?

Sometime in mid-February 2022. The exact date is TBD.

What are the categories for AlphaWeek’s Tactical Trading awards?

We will be announcing the final list of categories before the end of 2021.

What do you consider to be ‘Tactical Trading’ programs / funds / products?

Those that employ derivatives, like futures, options or swaps, as their primary underlying exposure. Global macro and Managed Futures strategies are two examples of Tactical Trading products.

How can I receive updates about AlphaWeek’s Tactical Trading awards program?

By signing up for our email newsletter or following us on LinkedIn. For the former, click here https://www.alpha-week.com/alphaweek-newsletter and check the ‘Hedge Funds’ box. For the latter, visit us on LinkedIn here https://www.linkedin.com/company/alphaweek and hit ‘follow’.

What role does AlphaBot play?

AlphaBot is kindly providing AlphaWeek with the analytics to run the calculations for the awards.

What role does NilssonHedge play?

NilssonHedge is kindly providing the data and the categorisation which AlphaWeek will use for the awards.

How can my firm / program be considered for AlphaWeek’s Tactical Trading 2022 awards program?

You must report your program’s data to NilssonHedge to be considered for AlphaWeek’s Tactical Trading awards program, no later than Jan-31, 2022.

How do I report my returns to NilssonHedge?

Please visit https://nilssonhedge.com/database-info/databaseinfo/database/list-your-strategy/ and follow the steps.

Are the awards based purely on quantitative criteria?

Yes. Or, rather, mostly. We’ll be making an announcement about how we’re going to factor in qualitative criteria into some of our awards in due course.

Are you doing an event, either in-person or online, to announce the award winners?

It’s unlikely that we’ll do either this year, but never say never…

Anything else?

Not yet. Sign up for our email newsletter, follow us on LinkedIn or check back on this page from time to time for more information in the coming weeks.