Latest Research Paper

Insights from our latest whitepapers, written by our macroeconomics team can be viewed by clicking each of the research pieces in this section

Research Papers

The Alternative View: Observations & prospects for carry strategies

The Alternative View: Observations & prospects for carry strategies

October 19, 2016
The compression of investment returns has posed...
Don’t Bet the Ranch: Hit Ratios, Asymmetry and Breadth

Don’t Bet the Ranch: Hit Ratios, Asymmetry and Breadth

November 27, 2015
This paper discusses our framework for assessing...
Multi-Asset Alternative Beta

Multi-Asset Alternative Beta

March 2, 2015
Alternative beta refers to risk factors that...
The Past and the Future for Trend Investing; Extracting Information from Momentum Returns

The Past and the Future for Trend Investing; Extracting Information from Momentum Returns

February 5, 2014
The recent sub-par performance of momentum strategies...