@GestaltU and @choffstein covered the major themes from Corey's latest whitepaper and discussed practical implications & key risks for investors over the next few years.
In this wide-ranging discussion, Logica’s Michael Green @profplum99 described a mosaic of ways to “seek out a straddle” and revealed new data & analysis to help flesh-out his thesis on the growing importance of systematic passive flows to U.S. stocks.
If you want to understand how the Kelly criterion can be practically applied to your portfolio, listen to @GestaltU's mind-bending discussion with @breakingthemark, who builds portfolios that focus on maximizing geometric returns.
@LarsKestner, Managing Director at a European investment bank and the author of "Quantitative Trading Strategies," offered a variety of valuable nuggets and talked about his latest two papers with @GestaltU.
@maratikus_quant and @GestaltU discussed how institutions utilize & evaluate #CTA portfolios and specific techniques that can drive improvements in trend strategies and portfolios of #CTAfunds.