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SI256: Investor Behaviour & the How to Deal with Transaction Costs ft. Mark Rzepczynski

Top Traders Unplugged

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The Impact of the Microenvironment on Market Performance

The post-financial crisis was the period of crisis alpha. Now we might sort of say I want to think about now dispersion alpha. Is it dispersion is the distance between individual markets relative to an index? So in some sense, is that it's how diverse the return profile for a set of markets we trade. We do know that if correlations go higher, then dispersion is going to go down. But dispersion is that what we actually want to trade and that dispersion is what will generate its return for a portfolio.

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