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Hedge fund investment strategies: Actual practice

Mishin A.A. Vladimir State University named after Alexander and Nikolay Stoletovs (VlSU), Vladimir, Russian Federation ( andmishin@gmail.com )

Journal: Finance and Credit, #11, 2019

Subject This article examines the actual practice strategies of securities trading in hedge funds.
Objectives The article aims to describe the current state of hedge fund investment strategies and overview the heterogeneous hedge fund industry in terms of the present-day working strategies.
Methods For the study, I used the methods of analysis and synthesis, experiment, and comparison.
Results The article describes certain examples of strategies that have shown positive returns as a result of their use by hedge funds.
Conclusions In recent years, the hedge fund industry has grown exponentially in terms of assets under the management of the proposed funds and their number. The composition of the investment strategy of hedge funds is constantly undergoing profound changes.


Simple calendar-spread trade with gold futures contracts

Mishin A.A. Vladimir State University named after Alexander and Nikolay Stoletovs, Vladimir, Russian Federation ( andmishin@gmail.com )

Journal: Finance and Credit, #1, 2018

Importance This article deals with the strategies of derivative financial instrument trading.
Objectives The paper aims to describe and develop a trading algorithm of gold futures calendar spreads with low correlation to the overall market (S&P500) and minimum drawdowns.
Methods For the study, I used general scientific and special research methods of analysis, synthesis, experiment, and comparison.
Results This article suggests an algorithm for gold futures calendar-spread trading strategy. The strategy is based on the assumption that there is a predictable commercial or institutional interest in a particular futures contract.
Conclusions and Relevance The strategy analysis confirms the logic of using the calendar spread strategy consisting of buying futures contracts in summer with the date of expiration in winter. The paper assumes that there is the overall bullish trend in the gold market for the analyzed period. This may be a consequence of world demand for metals in volatile markets, so this strategy should be used in growing markets.


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