Historical composite data unreliable for extrapolating returns
More Alpha articles
But “cutting out the middleman” leaves room for co-investing
Rising grain prices resulting from drought conditions in the US prompt unwinding of positions as banks work to add additional signals into alpha strategy algorithms
The alpha trackers
Seeking performance while at the same time increasingly needing to control risk makes smart beta thematic index approaches such as low volatility, minimum variance and risk-weighted strategies incre...
Index providers and fund managers who have tended to focus on performance are seeing demand from investors for strategy indexes that focus on risk
Risk awards 2012
What's it all about, alpha?
The shake-up at Citi now incorporates a new group, which will specialise in providing indexes and strategies
Quants' golden age
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.