Many investors are rediscovering Quant Macro and Trend Following after a bruising 2022 for equities, bonds, and other asset classes. The S&P 500 lost -18%, but worse, bonds lost -13% when they were supposed to provide much relied-upon diversification. By comparison, indices like the SG Trend Index returned +27% in 2022, recapturing investors’ interest in Quant Macro and Trend Following.
Oren manages the research, design, and implementation of Welton’s Systematic Macro and Trend strategies, and oversees the strategy allocation process underlying the firm’s futures and FX-based products. He also serves as an investment committee member and a point of contact for clients.