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...
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
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
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.