Digging Deeper in the Commodity Fund Toolbox
In this Quants Corner, we re-explore momentum-based rotation strategies for single-stock Cryptocurrency Funds, assessed whether the growing...
Sector Rotation
Signals and Strategy in a Saturated Single-Coin Cryptocurrency Market
In this Quants Corner, we will isolate the return profiles for major cryptocurrencies and see if they provide a sufficiently strong foundation for...
Decoding China Fund Flows
In this Quants Corner, we will isolate the return profiles for major cryptocurrencies and see if they provide a sufficiently strong foundation for...
Crypto: Digital gold or fools gold?
In this Quants Corner, we will isolate the return profiles for major cryptocurrencies and see if they provide a sufficiently strong foundation for...
Playing with dynamite
In this Quant’s Corner, we will look at the growing number of single-security Leveraged Funds in EPFR’s database and explore ways to generate...
CLOs emerging from the CDO shadow
Modern CLOs and CDOs are regarded as much safer than their pre-crisis versions. But where, in the spectrum of major fixed income asset classes do...