Sentences with phrase «dynamic hedging strategies»
The resulting collapse / convergence in global interest rates & spreads, the implacable compression & decline in volatility / momentum, the restriction / regulation of banks» proprietary risk, numerous FX scandals, the replacement of human traders by algo - trading, the near extinction of FX & macro funds, all served to disrupt and suppress currency for return & dynamic hedging strategies.
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Almost nobody considered the fact that lots of insurance companies and pension funds had entered into pre-programmed dynamic hedging strategies.
An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies: Sanford J. Grossman.
Not exact matches
The appetite for various hedge fund strategies among family offices is dynamic and strategies fall in and out of favor on an on - going basis, the organization said in a statement.
Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds.
In the April 2013 version of his paper entitled «Easy Volatility Investing» (the National Association of Active Investment Managers» 2013 Wagner Award runner - up), Tony Cooper explores the rewards and risks of five volatility trading strategies including simple buy - and - hold, price momentum, futures roll yield capture, volatility risk premium capture and dynamic hedging.
The results indicate that hedge funds follow strategies that are dramatically different from mutual funds, and support the claim that these strategies are highly dynamic.