Discretionary macro manager balances asset class and trading styles
Americas Awards 2013
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Directional trading articles
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.