Bloomberg: BNP-Backed Quant Nets 25% on Time-Tested Diversification Bets

In this article, Bloomberg highlights the approach of the Catalyst Systematic Alpha Fund (ATRFX) from February 2024.

From the article: “While dozens, if not hundreds, of quant strategies have been documented in decades of research, Catalyst co-founder David Miller chalks up the fund’s performance to its diversification across essentially six trades that “almost have to work over a 20-year period.” These consist of surfing the momentum of multi-asset futures, interest rates and equities, as well as buying higher-yielding currencies versus lower-yielding ones. Also in the mix: Shorting VIX futures on a tactical basis, and profiting from commodity prices across the curve.”

Contact Us

Have a question? Drop us a line and a Catalyst Funds representative will get back to you ASAP!

Start typing and press Enter to search