ETF pair-trading strategies using autocorrelation-based mean reversion
This webinar looks at the current state of enterprise stress testing and unveils findings of a new study on Enterprise-level Stress Testing (one of several research papers in Chartis' The Risk Enabled Enterprise ® research program)
More Luke Clancy articles
Safety remains the key concern of custodians keeping nearly $110 trillion in assets in Custody Risk's 2013 Global Custody Survey
Quotes of the quarter
Thomas Book, chief executive of Eurex Clearing, says it remains to be seen whether the standards for central counterparties set in Europe will be matched around the globe
Mathias Papenfuss, chief operating officer of Luxembourg-based international central securities depository Clearstream and board member of its German central securities depository, tells Luke Clancy...
The house that ETFs built
Follow the Lueder
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.