Robustness is very much a buzz word in the systematic trading world. If a manager's trading system is robust it can withstand unforeseen market turbulence and still identify those hard-to-find opportunities.
In the current economic climate, the more robust a quantitative trading tool is, the more it may be able to traverse the unpredictable moments that are popping up with amazing regularity.
Quantitative managers may have the edge over the more discretionary style managers at the moment. The ab
The week on Risk.net, July 14–20, 2017Receive this by email