AQR

Jonathan Rochford

Risk asset returns were generally positive in December across equities, credit and commodities. Equities in Australia (1.6%), the US (1.2%) and China (0.6%) led the way as Japan (0.2%) eked out a gain whilst Europe (-1.9%) fell back. Spreads contracted again on high yield debt as investment grade margins held... Show More

Andrew Fairweather

Managed futures, which are often referred to as CTAs are quantitative, evidence-based hedge fund strategies that seek to generate returns by investing in trends across a broad range of asset classes including rates, currencies, equities, bonds and commodities using futures. They are also often referred to as trend following strategies,... Show More