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Quantitative Investment Strategies

ZHAW Quantitative Investment Strategies

ZHAW Quantitative Investment Strategies

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Set of flashcards Details

Flashcards 31
Language English
Category Finance
Level University
Created / Updated 14.06.2022 / 07.05.2023
Licencing Not defined
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What is Momentum?

Definition of Momentum

Momentum is a measure of the strength of a price movement

Haircut (HC) in sharpe ratio

How to quantify the performance of a test set up? recall, specifity and precision

Hedge Fund Definition

Hedge Fund Strategies

Hedge Fund Strategies and Risk

Investment Styles and Return Driver

Relative Value Stategies