News
New Quarterly Insight (Q3 2024)
The Additional Benefits of Trend-Following When Interest Rates are High
Quantica at the J.P. Morgan Macro Quantitative & Derivatives Conference in New York
Our CEO and Co-Head of Research, Nicolas Mirjolet, had the opportunity to participate to this year edition of the J.P. Morgan Macro Quantitative & Derivatives Conference in New York where he presented Quantica's latest research findings on how risk factor diversification drives trend-following performance. We would like to take this opportunity to thank Dubravko Lakos and his team for inviting us as well as all the participants who made this event a success.
New Quarterly Insight (Q2 2024)
Negative Crisis Beta and the Hidden Market Timing Ability of Trend-following CTAs
Nicolas Mirjolet featured in Flirting with Models podcast
Our CEO and Co-Head of Research, Nicolas Mirjolet recently recorded a “Flirting with Models” with Corey Hoffstein to talk about his journey in systematic investment management, to outline the distinctive characteristics of Quantica’s approach to trend-following, and to discuss the team’s latest research publication on the relationship between trend following performance and risk factor diversification.
New Quarterly Insight (Q1 2024)
Trend-following and risk factor diversification in 2022 and 2023