Péter Erdős

RPM Risk & Portfolio Management AB, Stockholm, Sweden

Stureplan 15

SE-111 45 Stockholm

Sweden

SCHOLARLY PAPERS

2

DOWNLOADS

228

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

US Dollar Carry Trades in the Era of 'Cheap Money'

Number of pages: 34 Posted: 18 Apr 2016
Ali Shehadeh, Péter Erdős, Youwei Li and Michael Moore
University of Jordan, RPM Risk & Portfolio Management AB, Stockholm, Sweden, Hull University Business School and University of Warwick - Warwick Business School
Downloads 191 (188,324)
Citation 1

Abstract:

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Commodity Trading Advisors (CTAs), Foreign Exchange Rate, Carry Trade

2.

Same Same But Different -- Stylized Facts of CTA Sub Strategies

Number of pages: 26 Posted: 19 Feb 2021
Péter Erdős, Youwei Li, Ruipeng Liu and Alexander Mende
RPM Risk & Portfolio Management AB, Stockholm, Sweden, Hull University Business School, Deakin University and RPM Risk & Portfolio Management AB
Downloads 37 (516,313)

Abstract:

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Commodity Trading Advisors, trend following, fundamental strategy, contrarian strategy, stylized facts