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Trading
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- Active Trader Daily market data and insight for the Individual Active Trader
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Learn why traders use futures, how to trade futures, and what steps you should take to get started.
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- CME DataMine (Historical) Comprehensive historical price information available on select CME Group contracts
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Technology
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Education
Learn why traders use futures, how to trade futures, and what steps you should take to get started.
- 28 Jul 2016
- By Efficient Capital Management
This study seeks to determine whether there is a connection between a hedge fund manager's survivorship concerns, his risk shifting, and his investment strategy. After analyzing gross fund returns from 1994 to 2014, this study discovers that the incidence of risk shifting decreases when there are strong managerial survivorship concerns. However, risk shifting occurs far less often when algorithms see use, as opposed to a manager's discretion.
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More in Performance & Risk
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- Black Litterman Exotic Beta Risk Parity Manuscript - February 28, 2016
- Time Series and Cross Sectional Momentum Profitability - July 28, 2015
- Deconstructing Futures Returns - February 28, 2014
CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.
Contact Us
View AllCME Group / Chicago HQ
Phone: +1 312 930 1000
Toll Free (US Only): +1 866 716 7274
