NDR Dynamic Allocation Strategy January 2021 Update

The Dynamic Allocation Strategy entered the new year with a large allocation to equities. The top-level indicators in the model (relative strength, breadth, leading economic indicators, manufacturing, shipping rates, and central banks) continue to favor equities relative to fixed income. Within the equities decision, Emerging Markets, U.S. Small-Caps, and U.S. Growth received the largest weightings. Click the link below to read more about the strategy's positioning.
BY BRIAN SANBORN

Full strategy commentary: NDRDAS202101061

Other posts

NDR Fixed Income Allocation Strategy December 2022 Update

BY BRIAN SANBORN
The NDR Fixed Income Allocation Strategy, Positioning Update Read more →

C8 Weekly Bulletin:  Trend-following in Volatile Times – the C8 Way

BY JON WEBB
The first quarter of 2023 has been notable for its skittish financial markets. First, there was optimism that this year would prove calmer than 2022, followed by renewed concern about inflation and the impact of bond holdings in the US banking system. This culminated in the forced takeover of Credit Suisse at the weekend.  Traditional trend-following strategies performed strongly in 2022, but these rapid shifts in sentiment have proved more difficult to navigate. The SocGen CTA index is down 6% year-to-date, and down nearly 10% in the past week.    Here is the good news!  The C8 Global Active Futures index avoided this sell-off and remains up on the year.  Why the difference?  C8's proprietary allocation process selects from a wide range of trend and counter-trend strategies, and is responsive to volatility levels, so adapts more readily to changing market environments. Read more →

C8 Weekly Bulletin: New Provider – Arabesque

BY ROBERT MINIKIN
C8 are delighted that Arabesque has joined the C8 ecosystem. Arabesque have a well-respected ESG ratings business, S-Ray, as well as an innovative AI-driven investment allocation platform, combining both to be the world's first AI ESG fund manager. We then illustrate how C8 Studio can be used to build a portfolio of their AI ESG indices. Read more →
Back to all posts →