ETF pair-trading strategies using autocorrelation-based mean reversion
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
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The two LSE-listed funds follow a Man Group strategy designed to generate alpha from broker recommendations on stocks from Asia and continental Europe
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Products with €110 million of assets under management will be shut down as the bank has not seen sufficient client demand
Point and Counterpoint
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.