Credit Suisse

White Paper
Managed Futures: How to Diversify with Trend Following

by Credit Suisse,
With the Fed poised to raise rates and equities trading close to historical valuation peaks, the prospect of lower returns and higher correlations between asset classes has left many investors seeking sources of return which are not correlated to traditional stock and bond performance.
Trend following is one strategy that has the potential to profit from rising rates without depending upon positive equity market performance, however, allocating to the space does present some unique challenges. In a new whitepaper, CSAM seeks to address key implementation questions regarding allocating to trend following, including why now might be an appropriate time to invest and how to fund and size an allocation.