Discretionary macro manager balances asset class and trading styles
Americas Awards 2013
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
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13th Annual European Single Manager Awards 2013
Eric Pellicciaro, the former head of global rates investments at BlackRock, will manage a global macro portfolio for Mariner’s newly launched incubation fund
Eleventh European Performance Awards 2011
Ninth European Fund of Hedge Funds Awards 2010
Lost in translation: Accuracy versus profitability of intraday, overnight and volume information for volatility-based trading
Experience gives Altedge its edge in FoHF market
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.