Morgan Stanley: Quant Hedge Funds Unable To Profit On Post Election Moves

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Mark Melin
Published on
Updated on
correlation

Odd correlation – the new normal? Maybe says Adam Parker The post-election stock market rally has been odd from several respects. The US equity markets – led in part by the previously beaten down banks – was accompanied by the dollar strengthening and the yield curve steepening as market participants anticipate a spate of interest rate increases in 2017. Forget that many analysts predicted a Trump stock market sell-off. Ignore that concerns over trade wars have vaporized despite a continued raft of antagonizing tweets from the President-elect aimed at the Chinese and various US companies. What is really odd, quantitative…

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Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.