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Is Active Manager Third Quarter Out-Performance Meaningful?

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Mark Melin
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Are you anActive Manager? If so, the sun may be starting to shine or maybe not...

There was an interesting fact noted by Nomura’s Quantitative Investment Strategy team recently. At a time when many financial pundits appear all too eager to write the active management obituary, there are quantitative signs of life in their performance. But is it sustainable?

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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.