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…
Alpha Trading Strategies
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Alternative Investments: The benchmarking challenge (Special Report, 2023)
Alternative investment strategies have historically been used only by the most sophisticated market participants,…
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What Drives the Size and Value Factors? (The Review of Asset Pricing Studies)
I find that approximately 30% of price fluctuations in the Fama-French size and value factors are non-fundamental…
Market Timing and Predictability in FX Markets (Review of Finance)
We study the economic value of market timing in foreign exchange (FX) markets, that is, using information about…
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Alternative Investments: The benchmarking challenge
A Special Report on the potential benefits of allocating to liquid alternative strategies.
Behavioral Finance and Economics
Behavioral finance is the study of psychological forces that influence market participants.
Webinar: The Coming Revolution in Repo and Sec Lending Markets (State Street, 2022)
Join State Street for a discussion on the opportunities in Repo and Sec Lending Markets.