Systematic without gut feeling

SIGLO advises clients on strategies with asymmetric and convex pay-offs that can deliver high returns in times of market crisis and that are uncorrelated to traditional asset classes. SIGLO prefers the following types of strategies:

  • Systematic strategies e.g. CTA trend following models, that bet on continuation of trends without gut feeling.
  • Discretionary strategies e.g. long volatility or other macro hedges, that search for cheap implied volatility.

For more examples see our Tail Hedge presentation for the University of Zurich.

SIGLO Factsheet SG CTA Index May 2016-ESIGLO Tail Hedge FrameworkSIGLO Tail Hedge Requirements
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