01 Oct Learning From Quest Partners' "Hedge Fund Index Replication" Posted at 00:00h in Invest 0 Comments 0 Likes Share The paper proposed a futures based replicator for the Credit Suisse Hedge Fund Index. Timing the individual four factors used in the replicator improved risk adjusted returns. Read More
01 Jun Learning From Quest Partners' "Quantitative Trend Following Strategies and Equity Risk" Posted at 00:00h in Invest 0 Comments 1 Like Share Style drifts in some trend following funds reduced their ability to hedge equity drawdowns and reduced their positive skew. Read More
01 Aug Learning From Quest Partners' "Know Your Skew" Posted at 00:00h in Invest 0 Comments 0 Likes Share Momentum strategies, with frequent small gains and losses and occasional large gains, are inherently positively skewed. Read More
