Timeframes for investments range from a few hours up to a few months. ![]() ![]() Quest’s flagship strategy trades over 90 of the most liquid futures and FX markets. By measuring other components of risk which are not accounted for in volatility, Quest has been able to take advantage of these volatility mispricings, while generating positive returns and maintaining a long-volatility profile. Furthermore, they tend to overutilize this measure as a proxy for risk budgeting and position sizing, which may create substantial distortions in markets. Quest’s strategies seek to generate attractive absolute returns with significant positive skew while maintaining strong hedging characteristics particularly during tail events that may cause surprise losses in hedge fund and equity portfolios.Īt its core, Quest believes that most market participants use basic statistics like standard deviation of returns as their primary measure for volatility and market risk. Nigol Koulajian founded Quest in 2001 to pursue the development of specialized quantitative investment strategies with a focus on convexity.
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