Archive for Futures

top-quant-trader-to-launch-hedge-fund_2 Top Quant Trader to Launch Hedge Fund

Peter Muller, who headed Morgan Stanleys Process Driven Trading group (PDT) for nearly two decades, is set to launch his own hedge fund spinoff.

26 Июнь, 2015 No Comment Read More

so-you-want-to-be-a-financial-engineer_1 So You Want to Be a Financial Engineer

Preparing for a Career in the Field When preparing for a career in Financial Engineering, it’s helpful to know what you need to know

26 Июнь, 2015 No Comment Read More

quantitative-trading-momentum-strategies-in_1 Quantitative Trading Momentum strategies in futures and forex

Friday, March 11, 2011 Momentum strategies in futures and forex I have long found that it is easier to find good (i.e. high Sharpe

26 Июнь, 2015 No Comment Read More

imf-global-financial-stability-report-a-report-on_2 IMF Global Financial Stability Report A Report on Market Developments and Issues

A Report by the Monetary and Capital Markets Department on Market Developments and Issues Last Updated Wednesday October 08 2014 October 2014. The October

26 Июнь, 2015 No Comment Read More

what-are-spreads-all-about_1 What are spreads all about

An intra-commodity spread (or calendar spread) is long one futures and short another of the same underlying with a different expiration date. An inter-commodity

26 Июнь, 2015 No Comment Read More

spreading-the-word-about-portfolio-margin-2_1 Spreading The Word About Portfolio Margin_2

Are Overbought-Oversold Indicators Reliable Predictors of Short-Term Market Performance – a 100-Week Backtest Thursday, March 12th, 2015 This week I would like to report

26 Июнь, 2015 No Comment Read More

interest-rate-swap-futures-comparing-apples-with_1 Interest Rate Swap Futures Comparing Apples with Apples

An upside of the new financial market regulations is that they can be a lever for innovation and an impetus to form new partnerships.

26 Июнь, 2015 No Comment Read More

how-to-get-ahead-with-cfds_1 How to get ahead with CFDs

By Peter Temple | Wed, 3rd August 2011 — 23:00 CFDs (contracts for difference) have become an increasingly popular way for well-heeled investors to

26 Июнь, 2015 No Comment Read More

from-cattlemen-to-crops-can-argentina-s-ranchers_1 A Word Of Caution For Soybean And Crush Spread Traders

Virgil began his classical epic poem The Aeneid. I sing of arms and of a man.  In that grand tradition and in homage to

26 Июнь, 2015 No Comment Read More

new-alternative-fixed-income-etfs-reduce-duration_1 New Alternative Fixed Income ETFs Reduce Duration Balance Risks

By DailyAlts Staff In a statement to the Senate Banking Committee yesterday, Federal Reserve Chairwoman Janet Yellen indicated that an interest rate hike is

26 Июнь, 2015 No Comment Read More