What Are the Characteristics of a Crisis Alpha Strategy?

Longville: It's not about whether you make money specifically during a certain crisis, although your points are well taken. All three years were periods where trend followers and CTA's may be more broadly did well. But actually, we need to talk about what are the characteristics you need to have as a strategy or as an asset in order to even have the potential of delivering crisis alpha. And then of course, it needs to have no bias. Longville: By all means just combine holistic defensive portfolio features from the volatility space with like long term positive carry profile.

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