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DQF

Seminar

Risk modelling and monitoring within a systematic CTA

Ledford, A (Management Investments)
Thursday 10 March 2005, 12:00-13:00

Seminar Room 1, Newton Institute

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.

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