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Former UN analyst and research consultant launch market noise CTA

(Opalesque) An former UN analyst in Geneva and a former research consultant in Luxembourg launched a CTA program built around the notion of market noise and the Fractional Brownian Motion theory. Michele Cocchiglia, co-founder of Kelonia Capital Management, has a background in economics, statistics and financial mathematics, and worked most of his career as a risk management expert with the United Nations.

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