Abstract
In this talk I will give an overview of the key features of a systematic trading model that aims to capitalize on a particular type of pricing inefficiency in order to generate returns whilst at the same time controlling for risk.
Isaac Newton Institute for Mathematical SciencesRisk Management of Hedge FundsRisk modelling and monitoring within a systematic CTA10th March 2005 Author: Anthony Ledford (Man Investments) AbstractIn this talk I will give an overview of the key features of a systematic trading model that aims to capitalize on a particular type of pricing inefficiency in order to generate returns whilst at the same time controlling for risk. |