Introduction At ATS Trading Solutions, we’ve long recognized the power of convexity in trading. While many investors chase smooth, predictable returns, trend followers have historically thrived by embracing uncertainty, volatility, and non-linearity–hallmarks of financial markets. The inspiration for this article...
Diversified systematic trend following has a well-documented tendency to perform strongly during periods of market stress. The term “Crisis Alpha,” developed by Alex Greyserman and Kathryn Kaminski in their landmark work Trend Following with Managed Futures: The Search for Crisis...
