Dollar cost averaging (DCA) is a common hedge implementation strategy used by energy producers, end users and electric and gas utilities. Many companies and regulators believe this to be the most prudent method for establishing a hedge position. Yet there are strong reasons why entities using this approach should question the efficacy of the DCA strategy.
The DCA approach was originally associated with equity market investment practices. If one has $1,000 to invest in a particular stock, DCA
- People moves: SocGen adds in prime services, Deutsche fills new rates hole, HSBC makes model move, and more
- Quant Finance Master’s Guide 2019
- Credit risk quants are hitting the tech gap
- Princeton tops inaugural Risk.net quant master’s ranking
- Does credit risk need an expected shortfall-style revamp?