Summary
A presentation from Graham Capital Management, one of the long-running systematic trend-following firms, made in 2009 as markets recovered from the financial crisis.
It sets out how systematic macro and trend following fit a portfolio, with the firm’s view of risk, return and diversification.
Source
- Title
- The Renaissance of Global Macro
- Author
- Bob Murray
- Year
- 2009
- Published by
- Graham Capital Management presentation
- Length
- 13 pages
- File
- PDF · 199 KB