News
New Quarterly Insight (Q4 2024)
Let It Ride or Lock It In? The impact of dynamic versus static position sizing on trend-following performance.
Quantica Capital at the Morgan Stanley UCITS Hedge Fund Forum
In November, Nicolas Mirjolet, CEO and Co-Head of Research, participated in the 2024 edition of the virtual Morgan Stanley Hedge Fund Conference. During the event, he shared key insights into Quantica’s investment program and its unique characteristics. We would like to extend our sincere thanks to all participants for their participation and their engagement, and to the Morgan Stanley team for their excellent organization of this virtual forum.
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