Kevin Cole - Systematic Multi-Strategy from 100+ Models (S5E12)
Flirting with Models
The Transition From Pure to Trend to Systematic, Multi-Strap Programmes
The point of manage futures is to offer attractive returns during equity market sell offs. Part of the argument there was that if you're running a manage future's programme, you should stay pure to trend. But igain says investors are looking for an allogation that will diversify their traditional investments and also have a high stand alone sharp. For that, we believe that a systematic, multi strat approach is a good fit. The other consideration that i would mention is that we can take advantage of the embedded leverage in these markets we trade.
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