Brevan Howard Systematic Trading Master Fund: BH-DG Systematic Trading

12th European Single Manager Awards 2012

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Describing the Brevan Howard Systematic Trading Fund (BHST) as merely trend following belies the complexity and intellectual considerations that have gone into creating the model.

“Our underlying ethos is that a systematic approach to trading offers discipline, reliability and diversification. But we think it is important for model designers and investors to not overlook the fact that systematic strategies are designed, operated and overseen by humans,” explains David Gorton, chief investment of