Thursday, May 8, 2014

 

CTAs – Which Trend is Your Friend?

By Fabian Dori, Head of Portfolio Management; Manuel Krieger, Director; Urs Schubiger, Chief Investment Officer; and Daniel Torgler, Associate - at 1741 Asset Management Ltd.

The occurrence of trends within financial markets is inconsistent with the assumptions of classical financial theory. Nevertheless, it can be empirically validated that market prices can be subject to trends. In their article, the authors answer – which trends should you measure?

Download the full article here.

From the May 2014 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

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