As of Q1 2022 there is roughly $360bn invested in Managed Futures, over 90% of which is invested in Systematic Trend Following. From “crisis alpha” to inflation protection to return enhancement, many of the world’s largest pension plans have 5-10% of their portfolios invested in trend-following strategies.
Learn more about the institutional use of Trend Following from Brennan Basnicki, Partner at Auspice, an award winning Canadian trend-following fund manager with a 16-year track record of outperformance.
Brennan Basnicki, CFA, CMT joined Auspice Capital Advisors as a Director and Product Specialist in October 2020. He was previously Director at Campbell and Co, a $5bn quantitative investment fund manager, and Investment Officer at the Teachers’ Retirement System of Illinois...
