Protecting the Downside of Trend When It Is Not Your Friend
Kun Yang, Edward Qian and Bryan Belton’s paper, “Protecting the Downside of Trend When It Is Not Your Friend,” was published ...
July 16, 2019PanAgora’s Managed Futures strategy utilizes a rules-based, trend-following algorithm and a risk-based portfolio construction approach, in order to efficiently harvest Trend Premia across Commodity, Equity Index, Sovereign Bond and Currency markets, in seeking to provide downside protection during market crises.