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Eleuthera Capital: How to systematically extract Alpha from FX Markets beyond long term trending or carry models

Eleuthera Capital: How to systematically extract Alpha from FX Markets beyond long term trending or carry models Philippe Bonnefoy is co-founder of Eleuthera Capital. Philippe Bonnefoy has been managing money globally for over 25 years across multiple asset classes and trading strategies. Eleuthera Capital runs the Eleuthera Currency Fund, a short-term fully automated trading strategy …

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Eleuthera Capital: How to systematically extract Alpha from FX Markets beyond long term trending or carry quant analytical models

Eleuthera Capital: How to systematically extract Alpha from FX Markets beyond long term trending or carry quant analytical models Philippe Bonnefoy is co-founder of Eleuthera Capital. Philippe Bonnefoy has been managing money globally for over 25 years across multiple asset classes and trading strategies. Eleuthera Capital runs the Eleuthera Currency Fund, a short-term fully automated …

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Opalesque Campus: Top Hedge Fund Academic – Operational Due Diligence as a Source of Alpha in quant analytics

Opalesque Campus: Top Hedge Fund Academic – Operational Due Diligence as a Source of Alpha in quant analytics Stephen J. Brown is David S. Loeb Professor of Finance at the Leonard N. Stern School of Business, New York University. Professor Stephen Brown describes how his recent research reports into operational due diligence have shown that …

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Alpha Spectral Analysis http://jonathankinlay.com/?p=412

Alpha Spectral Analysis http://jonathankinlay.com/?p=412 One of the questions of interest is the optimal sampling frequency to use for extracting the alpha signal from an alpha generation function. We can use Fourier transforms to help identify the cyclical behavior of the strategy alpha and hence determine the best time-frames for sampling and trading. Typically, these spectral analysis …

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