Nicolas Mirjolet
CEO and Co-Head of Research at Quantica Capital
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May 27, 2024 • 1h 5min
Nicolas Mirjolet - Multivariate Trend Following (S7E8)
Nicolas Mirjolet, CEO of Quantica Capital, discusses the challenges of scaling a statistical arbitrage fund and the advantages of larger players in asset management. He explains Quantica's multivariate trend-following approach, emphasizing the trade-off between diversification and convexity in trend strategies.
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