Publications | Quantica Capital
![Negative Crisis Beta and the Hidden Market Timing Ability of Trend-following CTAs](/images/publications24.jpg)
June 18, 2024Jun 18, 2024•Quantica Capital
Negative Crisis Beta and the Hidden Market Timing Ability of Trend-following CTAs![Trend-Following and Risk Factor Diversification in 2022 and 2023 : a Tale of Two Extremes](/images/publications23.jpg)
March 14, 2024Mar 14, 2024•Quantica Capital
Trend-Following and Risk Factor Diversification in 2022 and 2023 : a Tale of Two Extremes![Are trend-following CTAs truly long volatility?](/images/publications22.jpg)
December 5, 2023Dec 5, 2023•Quantica Capital
Are trend-following CTAs truly long volatility?![Trend-Following Through the Prism of Tactical Asset Allocation](/images/publications21.jpg)
September 19, 2023Sep 19, 2023•Quantica Capital
Trend-Following Through the Prism of Tactical Asset Allocation![Quarterly trends are your best friends](/images/publications20.jpg)
June 6, 2023Jun 6, 2023•Quantica Capital
Quarterly trends are your best friends![When trends end in a rush](/images/publications19.jpg)
April 27, 2023Apr 27, 2023•Quantica Capital
When trends end in a rush![The Footprint of Trend-following](/images/dall-e-footprint-of-trend-following.jpg)
December 8, 2022Dec 8, 2022•Quantica Capital
The Footprint of Trend-following![All You Need is Trend](/images/dall-e-all-you-need-is-trend.jpg)
August 30, 2022Aug 30, 2022•Quantica Capital
All You Need is Trend![What drives a trend-follower’s trading activity?](/images/publications18.jpg)
May 11, 2022May 11, 2022•Quantica Capital
What drives a trend-follower’s trading activity?![Don’t Look Back](/images/publications17.jpg)
March 21, 2022Mar 21, 2022•Quantica Capital
Don’t Look Back![The value of diversification in trend-following](/images/publications5.jpg)
December 9, 2021Dec 9, 2021•Quantica Capital
The value of diversification in trend-following![Rolling down the curve](/images/publications13.jpg)
September 8, 2021Sep 8, 2021•Quantica Capital
Rolling down the curve![Trend-following and inflation protection](/images/publications16.jpg)
May 25, 2021May 25, 2021•Quantica Capital
Trend-following and inflation protection![From crisis to trends](/images/publications6.jpg)
February 26, 2021Feb 26, 2021•Quantica Capital
From crisis to trends![A half-century of trend-following - How CTAs make money in different yield curve regimes](/images/publications10.jpg)
December 3, 2020Dec 3, 2020•Quantica Capital
A half-century of trend-following - How CTAs make money in different yield curve regimes![Trend-following in a low-yield environment](/images/publications15.jpg)
September 9, 2020Sep 9, 2020•Quantica Capital
Trend-following in a low-yield environment![Crisis liquidity](/images/publications9.jpg)
June 29, 2020Jun 29, 2020•Quantica Capital
Crisis liquidity![Why speed matters](/images/publications7.jpg)
April 20, 2020Apr 20, 2020•Quantica Capital
Why speed matters