Asset Allocation: Liquidity Views
Thanks for sharing your views - really interesting. I’d be interested to know how your liquidity signal performs in the backtests. Any information you can share?
Thank you! Unfortunately, we can’t share details on the sub-strategy to avoid alpha leakage. The implementation is very specific
Thanks for sharing your views - really interesting. I’d be interested to know how your liquidity signal performs in the backtests. Any information you can share?
Thank you! Unfortunately, we can’t share details on the sub-strategy to avoid alpha leakage. The implementation is very specific