Long::Short equity strategies
Optimal design of volatility-driven algo-alpha trading strategies
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...
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
More Long::Short equity strategies articles
The weighting game
The shake-up at Citi now incorporates a new group, which will specialise in providing indexes and strategies
Demand for fixed-income dynamic interest rate strategies that combine short-term algorithms and long-term positions on interest rate futures is slowly returning
One of China's leading securities houses sees a bright future for domestic investment banks developing hedge fund-like trading businesses, once securities short-selling is further liberalised on the...
Morgan Stanley VolNet index series dynamically goes long volatility
Factor Advisors has launched a series of ETFs which offers investors a streamlined and cost-effective approach to spread trading.
Cross-border listings through fungible depository receipts is seen as one way for corporates to diversify funding sources and promote investor interest by exploiting equity arbitrage opportunities
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.