(Financial Post) This hedge fund is only looking one day ahead. That delivered a 30 per cent return in 2016 for the London-based Runestone Capital Fund, which crunched more than 700 variables to develop a quantitative model for trading U.S. equity index volatility. “We trade with a one-day horizon as predicting volatility long term is completely random,”
Hedge Fund With One-Day Investment Horizon Up 30 Per Cent In 2016
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