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- 2011-5-26
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- 2012-9-12
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Positive kurtosis (fat tails) and negative skewness are considered bad.
HF's generally have both positive kurtosis and negative skewness.
Distressed investing is generally even greater positive kurtosis and negative skewness.
Managed futures, however, tend to be opposite...the curriculum explains it's because of momentum trading. |
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发表于 2011-7-13 14:55
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