I’ll very likely be in attendance…
Tuesday, July 16th, 2013
Speakers:
Alex Greyserman, PhD
Chief Investment Officer – ISAM Systematic
and
Jack Weiner
Head of Sales, Americas – ISAM Systematic
Chair: Erik Einertson, CFA
An Alternative Investments Group Event
The presentation entitled “Trend Following: An Overview of Methodology and Return Characteristics” or as we refer to it the Trend Following Teach-In, is designed to further educate and demystify the strategy for several of our largest institutional clients. It offers a general overview of the strategy and includes explanations around the source of risk premia that delivers the strategy’s returns, expectations of risk, methods of benchmarking, and strategy for risk allocation within a broader portfolio. The analysis draws upon detailed research papers on the nature of trend following, which are produced by the ISAM Research team as well as analysis from academia. The aim is to provide clarity and deep insight for both current and prospective investors into what can be described as an uncorrelated asset class with strong Crisis Alpha characteristics.
