Question: 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.

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?

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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 full answer

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