Third Wave Global Macro Fund now has $497 million in assets, some of which are invested in managed accounts. The fund uses a global macro strategy. This integrates quantitative and qualitative techniques to create a sustainable, repeatable process for generating good long/short trading ideas and sizing them in optimal fashion.
"A strength of the strategy is that risk management is built into every decision," says Birnbaum, president and chief operating officer of the company based in Greenwich,
The week on Risk.net, October 6-12, 2017Receive this by email
- SGX, HKEX expect to be among first wave of Mifid II equivalence
- Leaked EU doc could shield legacy swaps from clearing grab
- Quantile, TriOptima face off in cleared swaps compression battle
- ABS set for revival under US Treasury’s liquidity buffer plans
- Quants stymied by lack of alternative risk premia flows data