Tuesday, June 11, 2013
Quantitative Trend Following Strategies and Equity Risk: From Diversifier to Hedge
By Nigol Koulajian and Paul Czkwianianc of Quest Partners LLC
In their paper the authors analyze the equity risk hedging capabilities of CTA trend following strategies and evaluate enhancements that would stabilize their hedging characteristics to equities.
Download the full article here.
From the June 2013 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
In their paper the authors analyze the equity risk hedging capabilities of CTA trend following strategies and evaluate enhancements that would stabilize their hedging characteristics to equities.
Download the full article here.
From the June 2013 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, CTA, Equity risk, Quantitative trend following
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