Insights & Research
Links from publications
How to manage risk for asset classes with extreme non-normal distributions utlising Extreme Value Theory…
Deep dive in the considerations for trading and generating alpha in currency markets…
Exploring how to utilize Omega Functions, and tail risk modelling in non normal distribution assets…
Research papers
January 26, 2022
How and Why Institutional Investors Should Allocate to Bitcoin
This research paper aims to guide a potential institutional investor into why and subsequently how…
November 3, 2021
Risk Management at The Trade Level for Foreign Exchange Strategies
The global currency market, the largest and most liquid financial market in the world, tends…
November 3, 2021
The Coming Black Swan in Emerging Markets
The big bad wolf is close at hand for the global emerging markets. Its shadow…
October 31, 2021
Trade Sizing Techniques for Drawdown and Tail Risk Control
This article introduces three algorithms for trade sizing with the objective of controlling tail risk…