Fri, Sep 19, 2014
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

Armstrong Investment Managers finds opportunity in commodities

Tuesday, August 20, 2013

Bailey McCann, Opalesque New York:

Armstrong Investment Managers is a systematic fund with a qualitative overlay based on a range of models the firm has refined over the past 12 years. Dr. Ana Čukić Armstrong, founder of the firm notes that this unique approach would likely be ordered in with other discretionary macro funds, but with a quantitative bent. She recently spoke with Opalesque TV about her firm and where she sees opportunity going into the second half of the year.

"Our macro fund is combining the best of both worlds, which is quantitative with qualitative. The reason why we are not just relying on the quantitative models is that when one is looking at the global market with so many different asset classes, so many different sectors, coming up with a completely automated solution will result in something that is very messy and nontransparent, having in mind the changes in correlations on one side over the last years. And on the other side the whole model would fail to capture some of the changes in global themes," she explains.

Going forward, Armstrong is looking at western governments, and contrary to some market observers, expects to see deflation over time. "Unless banks actually start lending and money is in the hand of the consumers, we are not going to see inflation anytime soon," she says.

She also sees opportunities in the c......................

To view our full article Click here

Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing


  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. SEC charges 19 investment firms and one trader for breach of Rule 105[more]

    Benedicte Gravrand, Opalesque Geneva: The Securities and Exchange Commission (SEC) started a push to enhance the enforcement of Rule 105 of Regulation M last year to uncover hedge funds and private equity firms that have illegally participated in an offering of a stock after short selling it duri

  2. Fund managers, bullish on Europe, anticipate monetary policy separation of Fed and ECB[more]

    Komfie Manalo, Opalesque Asia: At least 202 fund managers with $556bn of assets under management said that while the European Central Bank (ECB) has eased its monetary policy that sent sentiments towards Europe to pick up, the Fed is expected to hike its rate in the spring of 2015. Investor

  3. News Briefs - Limited partners of investment managers may be subject to self-employment taxes, Just one week left until NYC's Rocktoberfest[more]

    Limited partners of investment managers may be subject to self-employment taxes On September 5, 2014, the Internal Revenue Service (“IRS”) issued Chief Counsel Advice 201436049, concluding that members of an investment manager were subject to self-employment taxes with respect to their e

  4. Institutions - Adviser's faith in hedge funds unshaken by CalPERS' move Advisers weigh in on CalPERS’ decision, Gina Raimondo sees no reason to follow California’s lead, exit hedge funds, Danish pension funds step up 'alternative investments'[more]

    Adviser's faith in hedge funds unshaken by CalPERS' move From WSJ.com: Financial advisers who use hedge funds in their clients' portfolios say they aren't rethinking that approach after a huge California pension fund announced plans to exit the hedge-fund market. The decision by the Cali

  5. Short Selling - Notorious U.S. short-seller targets Alibaba[more]

    From Wantchinatimes.com: A notorious American short-seller appears to have "targeted" Chinese internet giant Alibaba on the eve of its historic public listing on the New York Stock Exchange, reports Chinese web portal Hexun. Alibaba's highly-anticipated listing on Friday could potentially be the big