2013년 6월 11일 화요일

Hedge funds battered in quant arms race

http://www.ft.com/intl/cms/s/0/11a17dca-d299-11e2-aac2-00144feab7de.html#axzz2VmdpIS8f






“A known weakness of CTAs is violent turning points in markets” says Sandy Rattray, chief executive of AHL, and the co-creator of the Vix volatility index. “In May you had these very broad, in relative terms, rate increases but they also happened very rapidly.”

5월에  Hedge fund (주로 trend 찾아 베팅하는) 많이 깨졌다.




wrongfooted  : 곤경에 빠지다
sputter : (씩씩거리며) 더듬으며 말하다
wipe out :  파괴하다, 녹초로 만들다
fallibility : 오류 범하기 쉬움
violent : 격렬한, 맹렬한
exacerbating : 악화시키다
efficacious : 효과적인
diversify : 다양화하다
tactical : 전략적인
deter : 단념시키다
bedrock : 기반

댓글 없음:

댓글 쓰기