Trends of The Unexpected

Introduction

Let’s face it, all of us have probably felt increased nostalgia during lockdown. Perhaps for you it was rose-tinted childhood memories, thoughts of friendly gatherings on balmy summer evenings or undulating aromas from restaurants abroad. For some of us here at Aspect, we even began to reminisce about old noteworthy trades we had experienced in our 22-year history (different strokes for different folks!). After one particular bout of recollections, we firmly concluded that contextualised trade case studies could help bring seemingly abstract or conceptual principles of an investment strategy to life. Utilising a very basic form of trend-following for its intuitiveness, we performed three realistic simulations of a relatively simple investment system with three different trading speeds to highlight interesting trades from years gone by.

SEC Marketing Rule

With effect from 1st November 2022, Aspect came into compliance with the U.S. Securities and Exchange Commission’s (SEC’s) new ”Marketing Rule”. This document was created prior to this date (“Old Material”) and therefore may not reflect certain requirements of the Marketing Rule. Please refer to the following website here for important disclaimers and other information required by the Marketing Rule, which are hereby incorporated into the Old Material by reference, to the extent applicable.