Insight from our alternatives team to help clients navigate the markets and opportunities ahead.

Themes in Focus

One of the hardest things to do in any industry is to challenge the status quo; to move past embedded behaviour in search of new ways to think, new ways to look at data, and new ways to utilise the tools available to us. In this latest edition of our Market GPS: Alternative Perspectives, investment professionals from across our Diversified Alternatives team highlight some thought-provoking insights from our ongoing research. We believe these views are of broad interest but particularly relevant for investors evaluating or implementing diversifying strategies into strategic portfolio allocations.

Aneet Chachra and Alistair Sayer consider the potential use of liquid alternatives for those investors looking to avoid costly trading activity during periods of higher volatility. Natasha Sibley and Lucy Holden give some insight into how investors can harness the asymmetric supply/demand characteristics of dividend futures. Andrew Kaleel, Mathew Kaleel and Maya Perone investigate some of the more interesting characteristics of trend-following strategies.

Finally, we sit down with Mark Richardson for some insight into the hype around machine learning. This is a critical area for investors in trying to understand the potential value (or lack thereof) of machine learning-based models within the world of quantitative finance.

We hope you find this publication of interest, and we would be happy to discuss any of these ideas in more detail. Further, we welcome any feedback you may have.

David Elms
Head of Diversified Alternatives

Insights From Our Global Team

Can investors follow the pack and hope to outperform? In this article, Portfolio Managers Andrew Kaleel, Mathew Kaleel and Maya Perone investigate the characteristics of trend-following strategies and consider their potential value as part of a strategically positioned portfolio.

Machine learning has evolved rapidly over the past decade, with huge consequences across industries. But does the hype exceed its potential impact? In this article, we discuss with Portfolio Manager Mark Richardson the value of machine learning for the world of quantitative finance.

In this article, Portfolio Manager Aneet Chachra and Investment Director Alistair Sayer consider the cost of trading when volatility spikes, and ask if liquid alternatives provide an alternative for investors to manage their portfolios during periods of uncertainty.

Portfolio Manager Natasha Sibley and Analyst Lucy Holden consider the potential use of systematic and tactical approaches in seeking to take advantage of the asymmetric supply/demand characteristics of dividend futures.

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Our Alternatives Capabilities

The Janus Henderson Alternatives platform is made up of 22 investment professionals situated in the UK, US, Australia and Singapore. The team is responsible for US$14.3 billion* in client assets and manages a range of investment solutions aimed at delivering specific outcomes tailored to meet the needs and constraints of clients. The team brings together a cross-asset class combination of alpha generation, risk management and efficient beta replication strategies, as well as the flexibility to create customised offerings. Current solutions include multi-strategy, alternative risk premia, alpha capture and global commodities/managed futures.

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*As of 31 December 2019

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