Publications
December 8, 2022Dec 8, 2022•Quantica Capital
The Footprint of Trend-following
August 30, 2022Aug 30, 2022•Quantica Capital
All You Need is Trend
May 11, 2022May 11, 2022•Quantica Capital
What drives a trend-follower’s trading activity?
March 21, 2022Mar 21, 2022•Quantica Capital
Don’t Look Back
December 9, 2021Dec 9, 2021•Quantica Capital
The value of diversification in trend-following
September 8, 2021Sep 8, 2021•Quantica Capital
Rolling down the curve
May 25, 2021May 25, 2021•Quantica Capital
Trend-following and inflation protection
February 26, 2021Feb 26, 2021•Quantica Capital
From crisis to trends
December 3, 2020Dec 3, 2020•Quantica Capital
A half-century of trend-following - How CTAs make money in different yield curve regimes
September 9, 2020Sep 9, 2020•Quantica Capital
Trend-following in a low-yield environment
June 29, 2020Jun 29, 2020•Quantica Capital
Crisis liquidity
April 20, 2020Apr 20, 2020•Quantica Capital
Why speed matters