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Lyxor Asset Management

Lyxor Asset Management - Why trend-following strategies are back on track
Lyxor Asset Management - Why trend-following strategies are back on track

Tue, 20/01/2015 - 10:06

This Hedgeweek Special Report explains not only why managed futures should be reconsidered by investors, but also how a more effective risk allocation strategy can benefit investor portfolios in both correlated and non-correlated markets

The 'Lyxor Asset Management - Why trend-following strategies are back on track' special report comprises 2 separate articles listed below, these can be read individually or as a sequence.

James Williams, Hedgeweek

Why trend-following strategies are back on track

Tue, 20/01/2015 - 10:18

By James Williams (pictured), Hedgeweek – Trend-following strategies have endured a difficult few years. At the height of fear regarding the future stability of the Eurozone, central bank intervention in the west led to low volatility and highly correlated, non-trending markets. Read any financial article from the 2011/12 period and chances are the term ‘risk on risk off sentiment’ was used.  »

Guillaume Jamet, Principal Portfolio Manager, Lyxor Epsilon.

Strategies that stand up to long-term scrutiny

Tue, 20/01/2015 - 10:26

By James Williams, Hedgeweek – It is widely acknowledged that many CTAs have failed to deliver any meaningful performance over the last few years. The period 2011-12 was particularly tough. The Newedge Trend Index was down -7.93 per cent and -3.52 per cent respectively and despite market trends beginning to re-emerge in 2013, the Newedge Trend Index still only returned +2.67 per cent.  »

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