Managing the Future
Exploring responsible investing and the ability of CTAs to effect positive change
This new discussion paper from the Lynx Sustainability Forum – Managing the Future – explores the challenges and opportunities for CTAs to incorporate ESG and sustainability principles in their approach. As active participants in the global futures markets, CTAs contribute to a sustainable financial system by enhancing transparency and allowing businesses and investors to hedge their risks efficiently. However, responsible investing techniques developed for equity and debt securities cannot be readily translated to managed futures since contracts do not convey legal ownership or control of the underlying assets. In fact, applying the same methods could have unintended negative consequences. Additionally, there is no broadly accepted framework in place to classify futures contracts using environmental, social, and governance (ESG) principles nor is there agreement on the key factors to be considered. These are substantial obstacles that are not easily overcome.
The paper is meant to raise relevant questions and inspire conversations, rather than draw definitive conclusions. We welcome your feedback and look forward to having those conversation with you.
Bonds are for Boomers
RISK MITIGATION IN AN INFLATIONARY ENVIRONMENT
Historically, few investments have been able to provide an effective hedge against inflation. For those looking to mitigate potential downside equity risk should inflation begin to rise above currently subdued levels, finding an answer could become increasingly important. Our latest Insights paper explores a possible solution.
Lynx Virtual Forum – Machine Learning
In this video, Senior Managing Director Martin Källström discusses machine learning and its application in quantitative finance with Andreas Bernsel, a Senior Research Partner and Portfolio Manager at Lynx.
This video is also available in an extended version. Please contact email@example.com for more information.
2020 and Beyond
The link below will take you to 2020 and Beyond, our recap of last year’s most notable events, their impact on the markets that we trade, and the opportunities that they present going forward.
Lynx Virtual Forum – Advanced Trend Following
In this video, Senior Managing Director Martin Källström discusses advanced trend following techniques with Jesper Sandin, a Partner and Portfolio Manager at Lynx.