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Month: May, 2008

Active Beta

22 May, 2008 (18:19) | Diversification, Global Macro, Macro Trading, Models, Papers, Strategies | By: admin

Active Beta is a term that is not often heard but the concept is often discussed. In this post at The Macro Trader They discuss how they are implementing the concept of relatively passive, risk controlled, capturing of risk premia.

If you are searching for alpha the post is worth reading, as is the newsletter.

-Trade Macro