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Capital Fund Management
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Trend Following, Convexity, Volatility, Option Hedging, Variance Swap, CTA, Risk Parity, Tail Risk, Protection
Risk Premium, skewness, equity, carry trade
Trend Following, Mean-Reversion, Market Anomalies, Behavioral Biases
Quantitative Portfolio Management, Portfolio Construction, Asset Allocation, Risk Parity, Risk Budgeting, Diversification, Markowitz, Alternative Beta
Market Anomalies, Dividend bias, Defensive Equities
Small Minus Big, SMB, Size, Risk Premium, Equities, Cold Minus Hot, Beta Neutrality