- Pairwise return dispersion by considering the theoretical implications of highly-correlated pairs of returns.
- Cross-sectional measures of return dispersion to examine how returns varied across the set of managers.
Portfolio Manager Jack Janasiewicz discusses recent repositioning taken in light of the global coronavirus pandemic and presents some more thoughts on near-term market dynamics.
Learn how option strategies can help manage the volatility of equities and create a smoother ride.
Introduction to Bitcoin, including the mining process, the impact of “halving cycles” on pricing trends, and price performance since 2010.
How the use of massive government stimulus may be creating new market trends and opportunities for trend-following managers is examined in this AlphaSimplex research paper.