Quantica Research AG Quarterly Insights: Q3 2020
In this white paper, 2020 Q3 Quarterly Insights: Trend Following in a Low-Yield Environment, originally published in September 2020, Quantica Research AG offers an analysis on return opportunities provided by government bond futures for trend-following CTAs in a low-interest-rate environment.
A systematic, diversified and risk-adjusted approach to trend-following is extremely well suited to cope with the changed environment of a low-yield and low-carry regime, and allows for quick adaptation to and benefit from various scenarios that may unfold in the future.
To read 2020 Q3 Quarterly Insights: Trend Following in a Low-Yield Environment, click here.
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