Mark Ganz

University of Cambridge - Downing College

MASt Mathematics

Regent St

Cambridge, CB2 1DQ

United Kingdom

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Number of pages: 19 Posted: 24 Apr 2020 Last Revised: 05 May 2020
Man AHL, University of Cambridge - Downing College, Duke University - Fuqua School of Business, Man Group plc, Man AHL and Man Group plc
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Abstract:

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Trading strategies, alpha, outperformance, crowding, downside risk, skewness, hitting time, allocation, redemption, Type I error, Type II error, drawdown, Sharpe ratio, structural breaks, Corona crash, COVID-19 crash