Quantitative Strategies

ATP Rolls Out Macro Strategy

Mar 26, 2021

Danish pension fund ATP has implemented a systematic macro strategy overlaying its entire portfolio to take advantage of the varying risk aversions in markets across the macro cycle. EQDerivatives’ Georgia Reynolds spoke with ATP’s Kasper Lund-Jensen and Christian Kjaer, who believe that the macro work will help them better understand the interaction between economic developments

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