1, Explain the difference between (1) fundamental equity quantitative strategy (solely betting on momentum style factor) and (2) managed futures strategy in hedge fund industry.

Question 2 (Why does Managed Futures Strategy show a smile curve in the correlation plots between the strategy return and the market return?

Answer rating: 100% (QA)

1 Difference between fundamental equity quantitative strategy and managed futures strategy 1 Fundamental Equity Quantitative Strategy solely betting on momentum style factor This strategy focuses on i... View the full answer