Skaliotis of Man AHL – how do trend followers invest in turmoil

8 Aug 2011 Bloomberg All of the futures indices ahead of the open are down. Jim Rogers — “There are plenty of reasons for the market to go down, nothing to do with S&P. If it does turn out into a selling climax I will cover some of my shorts or all of them because that sort of action usually leads to a reversal at some point”. Peter Fisher of BlackRock — “The S&P rating change is a wake up call about the level of risk. But the fiscal outlook of the US has been known for some time. S&P opinion doesn’t change the fact”. [Presenter – Is it the start of another volatile week?] Harry Skaliotis, Head of Client Portfolio Management at Man AHL Diversified Fund — “AHL is a systematic trend following manager. We’ve been short equities and long US treasuries and long commodities like gold. The safe haven assets are being sought out. We are not expecting any difference action this week. Certainly if we do see a reversion in the markets then we will be changing our positions but at the minute we are pretty defensively positioned across the spectrum”. [Presenter – So you agree that the downturn doesn’t affect the level of risk right?] Harry Skaliotis — “I think one of the risks we were looking at was some forced selling of US treasuries. But the markets seemed to look through that. The focus will revert again to Europe. I haven’t seen anything to suggest that the market is done with US Treasuries”. [Presenter – The US has been spared the price of the premium that many other

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One thought on “Skaliotis of Man AHL – how do trend followers invest in turmoil

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