AC: Let’s begin by talking about the investment approach Quant Hedge takes for currencies. VL: We have started traditional systematic CTA short-term algos on foreign exchange. It’s an absolute return investment strategy using short-term and medium-term investments. What we do, we simply find microstructure and discrepancy in the market, and trade these short term investment opportunities with a range of algos. Part of it is very computational, trying to understand the best microstructure in the market, on an intraday basis AC: Let’s begin by talking about the investment approach Quant Hedge takes for currencies. VL: We have started traditional systematic CTA short-term algos on foreign exchange. It’s an absolute return investment strategy using short-term and medium-term investments. What we do, we simply find microstructure and discrepancy in the market, and trade these short term investment opportunities with a range of algos. Part of it is very computational, trying to understand the best microstructure in the market, on an intraday basis
AC: Let’s begin by talking about the investment approach Quant Hedge takes for currencies. VL: We have started traditional systematic CTA short-term algos on foreign exchange. It’s an absolute return investment strategy using short-term and medium-term investments. What we do, we simply find microstructure and discrepancy in the market, and trade these short term investment opportunities with a range of algos. Part of it is very computational, trying to understand the best microstructure in the market, on an intraday basis
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