By Aaron Filbeck, CFA, CAIA, CIPM, FDP, Director, Global Content Development at CAIA Association One of my favorite sci-fi movies of all time is Christopher Nolan’s Interstellar. While there so many great elements to the film, including a killer score, one of the most interesting tensions that emerges from the plot is the intersection of […]
By Masao Matsuda, CAIA, FRM, Founder, Crossgates Investment and Risk Management One would think hedge funds can weather market gyrations better than long-only equity investments as hedge funds have greater flexibility in determining the levels of market exposure. However, while some individual hedge funds may have been successful in adverse market situations, an analysis of various […]
By Masao Matsuda, CAIA, FRM, Founder, Crossgates Investment and Risk Management In January 2020, the CAIA New York Chapter organized an event titled “Volatility? Downside Protection? Asset Allocation & Factor Management Tools for the Coming Decade.”[i] In retrospect, the event was uncannily prescient, as just a few months into the new decade the market has seen […]