Mathematical and statistical models are the way to predict futures trends in the market, according to Phillippe Balthazard, head of managed futures and systematic funds at Barep Asset Management.
Barep Asset Management, a subsidiary of Societe Generale, launched the longterm trend-following management system Epsilon in 1994.
Epsilon contains a variety of funds including Epsilon Futures, Epsilon Class A Euro and Epsilon Class A US Dollar.
Every decision taken by the fund is driven by mathematical
The week on Risk.net, December 2–8, 2017Receive this by email