Expert view: thematic baskets have been in focus this year

SRP spoke to Caio Natividade ( pictured ), global head of quantitative investment solutions research, about the recent performance of the different QIS strategies including multi-factor portfolios and cross-asset (CAT). The idea with the curve momentum and curve spillover momentum strategies is to take a deeper dive into the commodities asset class as a source of returns. “A large portion of the returns come from what the term structure is doing, as opposed to what the underlying market