Are super funds re-evaluating the role of tail risk strategies in response? 

With correlations between equities and government bonds varying significantly over time, do they still represent the core of any multi-asset portfolio, or do investors need to take more active and more risky directional bets?  

How can investors identify the markets, asset classes and instruments most impacted and capture and risk-manage the opportunities?

The period of subdued volatility followed by COVID-19 caught many systematic and discretionary managers off guard. What strategies outperformed and where is extra due diligence required?

How should investors allocate during a time of converging signals of uncertainty that call into question the recovery of the global economy?

As investors review the previous 12 months what have been the underlying performance drivers, how should the dispersion in outcomes be interpreted and what the strategy forecasts suggest for 2021?

The role of an absolute returns’ portfolio is unique to each asset owner with each portfolio having a unique composition of idiosyncratic returns uncorrelated to traditional asset classes

Has global fiscal and monetary policy changed the expected market behaviour temporarily or structurally?

Where are the opportunities most likely to persist and how effective are these strategies in delivering uncorrelated returns while constraining downside risk?

Machine learning and AI can assist in understanding the evolutionary nature of markets but are there models dynamic enough to capture data-generating processes, allocate risk and position portfolios?  

It is no longer fun to be a macro strategist, or is it?

What is this alchemy in the market that prices appear to reflect cognitive biases that normalcy in the economy will return so soon?