Serving the Quantitative Finance Community
Structured Credit Hedge Funds
What type of trading strategies do structured credit hedge funds utilize?Is it mostly a CDO/CMBS/RMBS game where your fundamentals views on the underlying credits/assets are optimally positioned, by selecting the optimal risk/reward tranches for isntance?Are there more quantitative relative value trades, option strategies, statistical arbitrage and other types of strategies?
Last edited by j20056 on November 29th, 2010, 11:00 pm, edited 1 time in total.