Ashenden Trend Plus
“Ashenden Trend Plus is dedicated to the pursuit of profits from both the trend and mean reverting elements of an asset’s return across multiple time horizons."
- Consistent long term performance through diversification and balance across a broad range of systematic strategies and asset classes
- Unified and integrated investment framework that facilitates cross fertilisation between different investment approaches
- Academically robust and commercially practical research process
Portfolio Management for Pension Funds (with S Arbeleche, MAH Dempster, EA Medova and GWP Thompson), Proceedings of the IDEAL 2003 International Conference, Hong Kong, Springer-Verlag, Berlin (2003), 462-466