Menu

Publié en septembre 2020

Lire aussi

Visionner
What Is Crisis Alpha? How Do Some Managed Futures Strategies Pursue It?

Persistent cross-asset trends during periods of market stress, crisis alpha and the strategic role of managed futures are explained.

Markets in Motion: The Return of Trend

Fundamental investors tend to be skeptical of price-based strategies, because they generally believe that markets are efficient. Yet, during certain scenarios, markets move in unexpected directions temporarily exhibiting price momentum.

  • 7 janvier 2020
Kathryn Kaminski d’AlphaSimplex, l’une des « Femmes emblématiques du secteur de la gestion d’actifs »

  • 12 juin 2019
Crisis or Correction?

Managing Expectations for Managed Futures and Crisis Alpha.