The Need For Speed In Trend-following Strategies (Man Group)
At Man AHL, they empathise with what is probably Maverick’s most famous quote in 1986’s “Top Gun”. Following…
At Man AHL, they empathise with what is probably Maverick’s most famous quote in 1986’s “Top Gun”. Following…
Alternative investment strategies have historically been used only by the most sophisticated market participants,…
I find that approximately 30% of price fluctuations in the Fama-French size and value factors are non-fundamental…
We study the economic value of market timing in foreign exchange (FX) markets, that is, using information about…