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When markets offer lemons, Lynx makes lemonade

It’s been a good year for trend-following quantitative funds and Lynx Asset Management in particular. And according to Martin Källström, Senior Managing Director of the company, that’s exactly how it should be.

He tells Risk.net how the $8.5 billion Swedish hedge fund has “steered” the design of its program to times like this: “If we hadn’t been there this year, clients would have been like, ‘What is it happens?'”

Trend following is known as a strategy that can be successful in difficult markets. For some

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