News
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
Annual Investor Lunch Event
Dr. Bruno Gmür, Founder and CIO, together with Nicolas Mirjolet, CEO and Co-head of Research, hosted Quantica Capital's Annual Investor Lunch Event at the Widder Hotel in Zurich. The presentation not only outlined the main drivers of performance and positioning for Quantica’s flagship investment program last year, but also delved into different opportunity sets and performance outcomes for trend-following in 2022 and 2023. The event further highlighted why a higher cash rate environment is likely to make trend-following more attractive, rather than less, within a diversified multi-asset portfolio.
New Quarterly Insight (Q4 2023)
Are trend-following CTAs truly long volatility?