Nigol Koulajian shares the viewpoints and opinions which shape the firm’s investment approach.
Past performance is not necessarily indicative of future results. Derivatives trading involves substantial risk of loss and may not be suitable for everyone. This is not a solicitation.
The goal of this research series is to demystify hedge funds
and black box CTA trend following strategies.
Lifting the Veil
Using Hedge Fund Return Volatility As a Predictor of Maximum Loss
Quantitative Trend Following Strategies and Equity Risk
Illustration of Irregular Returns in US Equity and Fixed Income Markets
A Numerical Approach Using Features
Return Enhancing Style Drifts in Futures/FX Based Momentum Portfolio