Back to homepage

Posts From RPM Investments

A good story drives markets…

A good story drives markets…

🕔09:45, 11.Sep 2020

Narratives, US election and CTAs The US presidential election is less than two months away. As usual, many observers label this election as perhaps the most important one ever. This time, it might very well be true. Many observers are

Read Full Article
Yearly Performance Review 2019

Yearly Performance Review 2019

🕔06:55, 21.Jan 2020

In 2019, RPM portfolios again delivered mixed results in a difficult market environment with little exploitable time series momentum (TSMOM) outside of fixed income markets. After an initial sell-off, the year was characterized by a major bond rally on the

Read Full Article
Why CTAs

Why CTAs

🕔13:09, 7.Nov 2019

Investors’ three main arguments for investing with CTAs are: Absolute Returns Since the turn of the millennium, CTAs (Société Générale CTA Index) have performed in line with global equities (MSCI World Total Return Gross) but at a significantly lower volatility. Diversification CTAs’ return stream stems from

Read Full Article
Why CTAs

Why CTAs

🕔17:03, 8.May 2019

RPM Galaxy In April 2019, RPM Galaxy (C EUR) was up 4.2% as equities rallied to new highs amid hopes that the US and China were closing in on a trade deal. However, fixed income weighed on performance as bonds

Read Full Article
Light in the tunnel for CTAs

Light in the tunnel for CTAs

🕔17:02, 20.Dec 2018

The holiday season is fast approaching and it is time for first recap of 2018 (a more extensive analysis of 2018 will follow during the first weeks of 2019 in RPMs Yearly Performance Review). 2018 was not the best of

Read Full Article
”I’m in the band” – a CTA Sub Strategy Comparision

”I’m in the band” – a CTA Sub Strategy Comparision

🕔11:04, 28.Aug 2018

RPM EDUCATIONAL # 8. Key point: Although trend following is the dominating strategy in the CTA universe, there are also other sub strategies with different characteristics. Whereas trend following is superior in trending markets and persistent crises; during non-trending periods

Read Full Article
Misconceptions of CTAs

Misconceptions of CTAs

🕔11:03, 27.Jun 2018

RPM Educational #7 Being active in the CTA universe means that one constantly must explain or even defend the strategy. In this piece, we will try to address some common misconceptions about CTAs. Some misconceptions are just simplifi ed versions

Read Full Article
CTAs – A Story of Long Bonds?

CTAs – A Story of Long Bonds?

🕔15:07, 12.Oct 2017

RPM Educational #5 Key point: CTAs have been mostly long bonds for the last few decades. This has generated good profi ts. However, in this 30-year bond bull market, there have been few, mostly short-lived, and largely forgotten periods of

Read Full Article
Long Equities! Crisis Alpha?

Long Equities! Crisis Alpha?

🕔17:04, 22.Aug 2017

Key point: When an equity crisis sets in, CTAs are typically long equities and, thus, will suffer losses from this sector. These losses have historically been offset by profi ts in other sectors and after a week into a crisis

Read Full Article
Volatility: A ”Tail Event” 2017

Volatility: A ”Tail Event” 2017

🕔15:03, 26.Jun 2017

Today, you cannot walk very far in central Stockholm or any other fi nancial center before you fi nd yourself in a discussion about the “strange markets”. Few, if any, seem to understand the market environment we have experienced for

Read Full Article
Infl ation – the monster under the bed

Infl ation – the monster under the bed

🕔13:02, 19.Jun 2017

RPM Educational # 3. Key point: Inflation worries are picking up around the globe. Can CTAs offer any comfort? We show that CTAs have historically provided an infl ation hedge, partly from the interest on cash, but also from trading

Read Full Article
The Business Cycle – the EKG of trend following

The Business Cycle – the EKG of trend following

🕔15:02, 10.May 2017

RPM Educational Key point: The largest sub-group within the CTA universe is trend following. As the name suggests – trend following relies on trends to generate returns. How long, strong, or sustainable these trends need to be in order to

Read Full Article

Search

Featured Events & Webinars

  1. T. Rowe Price – Webinar – What will a new era bring for Japan?

    October 7 @ 10:00 - 10:30

Twitter

Investors need to manage risk to take a breather and observe the shifting global economy, says our expert #Norman_Villamin in the Hong Kong Economic Times. Read on.

First of its kind biodiversity tool for investors announced - via ⁦@AdviserVoice⁩ https://www.adviservoice.com.au/2020/09/first-of-its-kind-biodiversity-tool-for-investors-announced/

According to the new edition of the #PPIFutureBook, there are now 14.6 million DC savers in the UK. Of these, 10.3 million employees were enrolled automatically, nearly twice as many as in 2015 (5.4 million). @PPI_Research #pensions #definedcontribution https://bit.ly/2SakPKM

Load More...

Search on date

October 2020
M T W T F S S
 1234
567891011
12131415161718
19202122232425
262728293031