Carl Hamill

Man AHL

Quantitative Analyst

Riverbank House

2 Swan Lane

London, EC4R 3AD

United Kingdom

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Scholarly Papers (1)

1.

Trend Following: Equity and Bond Crisis Alpha

Number of pages: 19 Posted: 30 Aug 2016
Carl Hamill, Sandy Rattray and Otto Van Hemert
Man AHL, Man Group plc and Man AHL
Downloads 2,265 (7,810)
Citation 8

Abstract:

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trend following, momentum, crisis alpha, skewness