An Analysis of Passive versus Semi Active versus Active Covered Call Strategies.
LibertyRoadJuly 27, 2023
Insights & Research
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
The Practical Implementation of EVT to calculate EVaR and the Targeting of Risk in the…
LibertyRoadMarch 27, 2023
This research paper aims to guide a potential institutional investor into why and subsequently how…
LibertyRoadJanuary 26, 2022
The global currency market, the largest and most liquid financial market in the world, tends…
LibertyRoadNovember 3, 2021
The big bad wolf is close at hand for the global emerging markets. Its shadow…
LibertyRoadNovember 3, 2021
This article introduces three algorithms for trade sizing with the objective of controlling tail risk…
LibertyRoadOctober 31, 2021
