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.
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: Barclay Insider Report, Barclay Insider Report Guest Article, crisis alpha, CTA, managed futures
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