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Risk modelling and monitoring within a systematic CTA

Date: 
Thursday 10th March 2005 - 12:00 to 13:00
Venue: 
INI Seminar Room 1
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.

University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons