(Bloomberg) The search for elusive alpha is sending a handful of computer-driven hedge funds trawling the remotest corners of financial markets. They’re a subset of the trend-following strategies known as commodity trading advisers, or CTAs, that were popular when central banks pushed up stocks and bonds over the past decade. Now a few of them are seeking uncorrelated returns and a little extra alpha in anything from cheese and Turkish scrap steel to obscure chemicals or eggs in China.
Quants Now Trade Exotic Stuff. But Can They Handle Illiquidity?
This entry was posted in Syndicated. Bookmark the permalink.
