Breadcrumb
Portfolio construction in the presence of uncertainty
Tue 05 February 2013, 14:00
Dr Ewan Kirk
Cantab Capital
Organisers: Leonardo Baldassini, Rupert Small
ABSTRACT
The speaker will talk about some of the mathematical tools used by
systematic trading firms to allocate investor funds between different
trading strategies and discuss various aspects of the research
processes of a fully systematic hedge fund.
Cantab Capital is an investment firm focusing on algorithmic macro
investments; the style is often referred to as systematic global macro,
managed futures, CTA or GTAA. They have access to some of
the most sophisticated technologies and data on Wall Street including
high-frequency multi-threaded and distributed engines, fast
synchronised databases, financial analytic libraries, and purposetailored
languages. Cantab are based in Cambridge, UK.