This time things will be different for systematic extension strategies, argues Acadian Asset Management. Also known as 130/30 strategies, systematic extension strategies involve investing in a basket ...
The much-hyped constrained version of equity long/short investing called 130/30 has failed to meet investors’ expectations of returns thanks to the widespread adoption of the strategy by purely ...
Assets in 130/30-type strategies climbed 77% during the six-month period ended Sept. 30, topping $53 billion, from $30 billion, according to a survey conducted by sister publication Pensions & ...