YTD Performance of Crisis Hedge Strategies

After a month, we are back with a year-to-date performance analysis of a few selected trading strategies. In the previous article, we were writing about the performance of equity factors during the coronavirus crisis. Several readers asked us to take a look also on different types of trading strategies, so we are now expanding to other asset classes. We picked a subset of strategies that can be used as a hedge at the times of market stress (at least, that’s what the source academic research papers indicate) and checked how they fared.

https://quantpedia.com/ytd-performance-of-crisis-hedge-strategies/