Publications | Quantica Capital

Are trend-following CTAs truly long volatility?
Dec 5, 2023Quantica Capital
Are trend-following CTAs truly long volatility?
Trend-Following Through the Prism of Tactical Asset Allocation
Sep 19, 2023Quantica Capital
Trend-Following Through the Prism of Tactical Asset Allocation
Quant in the 2020s - Updated Methods for Modern Markets
Aug 14, 2023Quantica Capital
Quant in the 2020s - Updated Methods for Modern Markets
Quarterly trends are your best friends
Jun 6, 2023Quantica Capital
Quarterly trends are your best friends
When trends end in a rush
Apr 27, 2023Quantica Capital
When trends end in a rush
Quantica logo
Mar 31, 2023Dr. Bruno Gmür
Managed Futures
The Footprint of Trend-following
Dec 8, 2022Quantica Capital
The Footprint of Trend-following
Quantica logo
Sep 1, 2022Hedge Nordic - interview
Trend Following - A Regime-Agnostic Strategy
All You Need is Trend
Aug 30, 2022Quantica Capital
All You Need is Trend
What drives a trend-follower’s trading activity?
May 11, 2022Quantica Capital
What drives a trend-follower’s trading activity?
Don’t Look Back
Mar 21, 2022Quantica Capital
Don’t Look Back
The value of diversification in trend-following
Dec 9, 2021Quantica Capital
The value of diversification in trend-following
Rolling down the curve
Sep 8, 2021Quantica Capital
Rolling down the curve
Trend-following and inflation protection
May 25, 2021Quantica Capital
Trend-following and inflation protection
From crisis to trends
Feb 26, 2021Quantica Capital
From crisis to trends
A half-century of trend-following - How CTAs make money in different yield curve regimes
Dec 3, 2020Quantica Capital
A half-century of trend-following - How CTAs make money in different yield curve regimes
Trend-following in a low-yield environment
Sep 9, 2020Quantica Capital
Trend-following in a low-yield environment
Crisis liquidity
Jun 29, 2020Quantica Capital
Crisis liquidity
60/40 Portfolios and the Need for Smart Diversification
Jun 1, 2020Artur Sepp
60/40 Portfolios and the Need for Smart Diversification
Why speed matters
Apr 20, 2020Quantica Capital
Why speed matters