Robert Kosowski: Capacity Constraints on CTA Managers

The views in this program reflect solely those of the host and other speakers and not necessarily those of its sponsors. The statements made in this program are for informational and educational purposes only and should not be considered investment advice or a solicitation of the sale or purchase of any futures, options or swaps contracts.

  • The Role of Correlation and Volatility

        • Date 10 Oct 2013
        • Duration 20:56
        • Professor Rob Kosowski from the Imperial College London discusses his research on capacity constraints in futures and the role of correlation and volatility.
      • 20:56
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