Optimal design of algo-alpha trading strategies

Optimal design of algo-alpha trading strategies

wooden-abacus-black-and-white-beads

Click here for a pdf of the full article

Algorithmic investment schemes that invest in a frequently rebalanced portfolio of equity and fixed-income have become more common in recent years. Some are even available to retail investors, through index-tracking products.

One can distinguish between two basic types of existing investment schemes: pure return strategies, such as leveraged index-based exchange-traded funds (ETFs) that borrow in the money market to offer leveraged equity returns for risk

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

If you already have an account, please sign in here.

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: