Momentum strategy delivers good skew, says Nomura; S&P Dow Jones Indices launches Givi sharia indexes; MSCI expands economic exposure series; FTSE indexes deliver sensitivity to economic cycle
Momentum strategies are rooted in observable market phenomena and tend to perform well in times of financial stress, says AHL’s chief scientist.
An analysis of commodity indexes shows third-generation indexes accurately take into account the fundamentals of commodity futures markets by going long backwardated assets and short contangoed ones.
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
More Momentum articles
A growing number of commodity trading advisers (CTAs) believe fundamental strategies can help improve the return profile of trend-following managed futures programs.
Recent breakthroughs in natural language processing and other forms of unstructured data could transform news and social media content into a source of alpha for hedge fund traders.
Edhec has constructed a long/short commodity strategy capturing the risk premium in commodity futures markets and that can be used to design a third generation commodity index.
2100 Xenon's fixed income program does well in volatile markets. The investment premise is that financial markets are structurally inefficient and price behaviour is driven by global liquidity flows.
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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