Alternative Investments Research
As well as providing access to some of the better investment managers available in the alternative investment sector, Belmont Investments seeks to assist investors and their advisors in understanding the latest thinking in the field. Below can be found a series of articles which address some pressing issues in the arenas of hedge funds and managed futures.
| Date Published | Article | Author | Download |
|---|---|---|---|
| December 2024 | Position Sizing in Trend Following | Quantica Capital AG |  (554 KB) |
| October 2024 | Trend Following during Higher Interest Rates | Quantica Capital AG | (554 KB) |
| June 2024 | Negative Crisis Beta | Quantica Capital AG | (554 KB) |
| March 2024 | Risk Factor Diversification in Trend Following | Quantica Capital AG | (554 KB) |
| December 2023 | Are Trend Followers Truly Long Volatility | Quantica Capital AG | (554 KB) |
| September 2023 | Trend-Following as Tactical Asset Allocation | Quantica Capital AG | (554 KB) |
| July 2023 | Interview with Jeremy O’Friel | HedgeNews Africa | (554 KB) |
| May 2023 | Eckhardt Welcomes New Market Trends | Alternatives Watch | (554 KB) |
| April 2023 | When Trends End in a Rush | Quantica Capital | (554 KB) |
| January 2023 | 25 Years of Winton | Winton Capital Management | (554 KB) |
| December 2022 | The Footprint of Trend-Following | Quantica Capital | (554 KB) |
| May 2022 | Limiting Equity Beta in Trend-Following | Graham Capital | (1 MB) |
| April 2022 | The Russian Oil Supply Shock of 2022 | Federal Reserve Bank of Dallas | (554 KB) |
| April 2022 | Inflation, Commodities & Trend-Following | Winton Capital Management | (3 MB) |
| March 2022 | Instrument Selection in Trend-Following | Quantica Capital | (479 KB) |
| December 2021 | Trend-Following Diversification | Quantica Capital | (392 KB) |
| September 2021 | Commodity Yield Carry | Quantica Capital | (1,003 KB) |
| July 2021 | Trend-Following Speed | Winton Capital Management | (2 MB) |
| May 2021 | Trend-Following & Inflation | Quantica Capital | (1 MB) |
| February 2021 | Post-COVID Trading Opportunities | Quantica Capital | (3 MB) |
| December 2020 | Trend-Following the Yield Curve | Quantica Capital | (933 KB) |
| September 2020 | Trend-Following in a Low Yield Environment | Quantica Capital | (1 MB) |
| August 2020 | A World of Confusion | Winton Capital Management | (117 KB) |
| June 2020 | Crisis Liquidity | Quantica Capital | (999 KB) |
| May 2020 | Price-Based Strategies in Times of Uncertainty | Winton Capital Management | (4 MB) |
| April 2020 | Why Speed Matters | Quantica Capital | (775 KB) |
| March 2020 | To handle COVID-19 we need better data | Risk.net magazine | (842 KB) |
| January 2020 | Research & Investment Update | Winton Capital Management | (2 MB) |
| December 2019 | Protecting your Tail from Correlation Risk | Coquest Traders Research | (2 MB) |
| November 2019 | Risk and the Cult of Volatility | Winton Capital Management | (316 KB) |
| October 2019 | Experiment and Observation | Winton Capital Management | (3 MB) |
| July 2019 | The Mississippi Bubble : A History of Mania | Winton Capital Management | (940 KB) |
| April 2019 | You Can’t Always Trend When You Want | AQR Capital Management | (4 MB) |
| April 2019 | Abraham Trading Profile | Coquest Traders Research | (807 KB) |
| November 2018 | Eckhardt Trading Company : 50 Years of Evolutionary Trading | Hedge Fund Journal | (3 MB) |
| September 2018 | Trend-Following in Focus | AQR Capital Management | (498 KB) |
| August 2018 | Systematic Methods for Classifying Equities | Winton Capital Management | (3 MB) |
| February 2018 | The Concern of Rising Interest Rates | Bizweek Magazine | (2 MB) |
| January 2018 | A History of Technical Analysis | Winton Capital Management | (6 MB) |
| September 2016 | An Introduction to Managed Futures | Belmont Investments | (217 KB) |
| August 2016 | A Closer Look at the Trend-Following Smile | Winton Capital Management | (706 KB) |
| August 2016 | Challenging equity-bond correlation assumptions | Winton Capital Management | (573 KB) |
| July 2016 | Price Rebounds and Caps on Trend-Following | Winton Capital Management | (2 MB) |
| May 2016 | Trend-Following in a Rising Rate Environment | Winton Capital Management | (240 KB) |
| April 2016 | Are The Markets Becoming More Unstable ? | Winton Capital Management | (2 MB) |
| March 2016 | A Quantitative View of Investment Choices | Winton Capital Management | (684 KB) |
| February 2016 | Systemic risk and systematic trading | Winton Capital Management | (2 MB) |
| January 2016 | The relative importance of country and sector factors in stock returns | Winton Capital Management | (2 MB) |
| September 2014 | Long/Short Equity : Choosing Alpha over Beta | Altegris Funds | (336 KB) |
| July 2014 | Three Reasons for Managed Futures | Altegris Funds | (726 KB) |
| July 2013 | All Managers are not Created Equal | Altegris Funds | (1 MB) |
| June 2013 | Is the Trend your Friend ? | Altegris Funds | (1 MB) |
| April 2013 | The Best Little Hedge Fund In Texas | Absolute Return magazine | (533 KB) |
| February 2013 | Guide to Long Short Equity | Altegris Funds | (2 MB) |
| January 2013 | Quarter 4, 2012 : Market Commentary | Altegris Funds | (1 MB) |
| October 2012 | Quarter 3, 2012 : Market Commentary | Altegris Funds | (642 KB) |
| July 2012 | Managed Futures & Global Macro : Q2 Review, 2012 | Altegris Funds | (770 KB) |
| May 2012 | Is the Trend your Friend ? | Altegris Funds | (383 KB) |
| April 2012 | Managed Futures & Global Macro : Q1 Review, 2012 | Altegris Funds | (678 KB) |
| February 2012 | Fear Not Volatility | Altegris Funds | (935 KB) |
| January 2012 | Managed Futures & Global Macro : Q4 Review | Altegris Funds | (1 MB) |
| October 2011 | Some New Ideas in Financial Mathematics | Winton Capital Management | (250 KB) |
| October 2011 | Q3 2011 Managed Futures Commentary | Altegris Funds | (813 KB) |
| October 2011 | Summer Shock – Fertile Ground for Crisis Alpha | Altegris Funds | (725 KB) |
| September 2011 | The Fundamentals of Futures | Altegris Funds | (1 MB) |
| July 2011 | Q2 2011 Managed Futures Commentary | Altegris Funds | (2 MB) |
| May 2011 | Managed Futures : Staying the Course | Altegris Funds | (774 KB) |
| May 2011 | Q1 2011 Managed Futures Commentary | Altegris Funds | (232 KB) |
| March 2011 | Guide to Managed Futures | Altegris Funds | (1 MB) |
| March 2011 | Essential Elements for an All Weather Portfolio | Altegris Funds | (1 MB) |
| December 2010 | Q4 2010 Managed Futures Commentary | Altegris Funds | (1 MB) |
| December 2010 | Emerging Markets : A Hedged Approach | Altegris Funds | (1 MB) |
| October 2010 | Q3 2010 Managed Futures Commentary | Altegris Funds | (815 KB) |
| July 2010 | The New Normal – Implications for Alternative Investments | Altegris Funds | (773 KB) |
| June 2010 | Q2 2010 Managed Futures Commentary | Altegris Funds | (965 KB) |
| May 2010 | The Real Deal : Long/Short Equity | Altegris Funds | (1 MB) |
| February 2010 | Managed Futures : Is the Trend Your Friend ? | Altegris Funds | (676 KB) |
| January 2010 | Managed Futures Review : 2009 | Altegris Funds | (6 MB) |
| September 2009 | An Interview with William Eckhardt | Altegris Funds | (449 KB) |
| July 2009 | The 7 Key Features of Trend Following | Altegris Funds | (905 KB) |
