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Andreas Steno – A Macro Framework: Regime Indicators & Beta-Trackers

Opto Sessions – Invest in the Next Big Idea

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Beta Trackers

Andreas: I'm not sure to what extent the tools were produced or designed with this in mind, but it struck me that you could potentially use the regime indicator and the beta trackers in tandem as part of a top-down investment strategy. And we run these beta trackers across equities, across foreign exchange, across fixed income and commodities, et cetera. As soon as you have the macro-achievement plays where you sort of place your bets across assets, then you can move one layer lower and allocate based on thebeta trackers within each asset class. Andreas: This is a short term tool since it's designed to optimize short term returns. So I wouldn

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