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Quantitative Finance · Glossary

What is Strategy wrapper?

Definition 27.2 Strategies II: Volatility, Relative Value, Macro and the Bank Desks · Chapter 27 — Quantitative Investment Strategies

A strategy wrapper is the legal and economic form through which a client holds a strategy index: a total-return swap, a structured note, a certificate or a fund, each with its own fees, counterparty, capital treatment and liquidity.

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