Active Beta
May 22nd, 2008 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
Tags:
Posted in Diversification, Global Macro, Macro Trading, Models, Papers, Strategies | No Comments »