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Quantitative Finance · Glosarium

Apa itu Quantitative investment strategy?

Definition 27.1 Strategies II: Volatility, Relative Value, Macro and the Bank Desks · Bab 27 — Quantitative Investment Strategies

A quantitative investment strategy (QIS) is a bank’s rules-based systematic strategy published as an index (a systematic strategy index, Book 5, chapter 19), with a rulebook, a calculation agent and a backtest, which clients access through swaps, notes or funds rather than by running it themselves.

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