Thursday, June 14, 2012


Managed Futures and Volatility: Decoupling a "Convex" Relationship with Volatility Cycles

By Kathryn M. Kaminski, PhD., CIO and Founder, Alpha K Capital LLC

Her paper takes a closer look at volatility, what it means to be long or short volatility, and examines managed futures performance across different regimes in volatility.

Download the full article here.

From the June 2012 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

Labels: , , , ,

<< Home

Copyright © 2010 by Barclay Hedge

This page is powered by Blogger. Isn't yours? Subscribe by RSS Subscribe by Atom

Subscribe to Posts [Atom]