Long::Short equity strategies
But strategy also experiences net redemptions in Q1 2015 of nearly $2 billion
Net exposure should be smaller than long exposure, not larger, says academic
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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...
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
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