Wednesday, 22 October 2014
Last updated 20 sec ago
Jul 21 2010 | 10:19am ET
A GMO and RiverSource Investments veteran has launched a quantitative hedge fund firm.
Jonathan Calvert, who also worked as a portfolio manager at Mellon Capital Management, is president of Alvarium Capital, which will specialize in multi-horizon quantitative strategies. The new venture will use Deltix’s quantitative software.
“Migrating strategies to production using the QuantServer and the UHF Trading Server gives us a seamless path that won’t require rewriting our algos, saving time and reducing risk,” Calvert said.
Sep 22 2014 | 4:15pm ET
"I tell people that everybody likes good news and so if you have good performance that’s wonderful,” explains Mike McKitish of Peddie School's endowment, “but it’s the people that want to talk about the bad news or where they drifted and how they came back and how they stayed to their discipline…” that he wants to hear from. Read more…
Most traders agree that proper risk management is the key to successful trading. However, many traders depend on the deeply flawed measure of standard deviation as a benchmark of risk. Here we put it ...