Quant fund aims to tame bitcoin, and 39 other digital assets
Ex-Morgan Stanley, Winton vets reimagine institutional risk management for volatile crypto markets
To adapt a well-known expression: when Elon Musk sneezes, bitcoin catches a cold.
A series of tweets from the Tesla tycoon have contributed to a plunge in the value of cryptocurrencies in recent weeks. Bitcoin has shed around half a trillion dollars from its notional market capitalisation since its April peak.
Cambrian Asset Management, a quantitative investment manager with $160 million in assets, is one firm trying to build a systematic trading strategy and risk management process to handle
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@fx-markets.com or view our subscription options here: https://subscriptions.fx-markets.com
You are currently unable to print this content. Please contact info@fx-markets.com to find out more.
You are currently unable to copy this content. Please contact info@fx-markets.com to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@fx-markets.com
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@fx-markets.com
More on Trading
Former Citi FX options duo join Millennium and Morgan Stanley
The US bank has also made new options desk hires in recent months
Dollar smiles again, but for how long?
Twitchy investors backed the buck during Iran war, but experts are divided on whether this marks a return of the dollar smile
Morgan Stanley’s DiTrapano joins DB in top e-FX role
He replaces Benedict Carter as global head of electronic FX spot trading
Deutsche Bank’s head of FX e-trading Benedict Carter retires
Carter spent over 15 years at Deutsche in various spot and electronic trading roles
Traders revive emerging market carry trades on vol drop
Investors turn back to high-yield Latin America currencies as implied volatility falls
FX options traders lost in Iran fog
Headline ‘ping-pong’ saps hedge funds’ conviction, though pockets of vol selling have re-emerged
Super fund FX growth threatens dealer ‘tipping point’
Overseas assets – and hedge ratios – set to grow, but lack of collateral squeezes banks
Staff exodus sparks questions about LMAX’s FX swaps venue
At least nine execs that joined from FX HedgePool – including CEO Jay Moore – have left the company
