Hans-Olov Bornemann, SEB
Like other trend-followers, we suffered from the “Hot-n-Cold” markets in 2012. However, in the last one to two months, the sun has been shining and our fund has been “Surfin’ USA”. In fact, our quantitative model is “Sailing” successfully with long positions in equities, bonds, short rates as well as riskier currencies. We are only steering clear of commodities where we continue to see “Smoke on the Water”.
The week on Risk.net, July 14–20, 2017Receive this by email