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Product origin

About

Modern Architecture

LTCM

Strategy

Look for targets with high correlation and room for arbitrage in price differences on the market.

Carry out risk hedging and control loss management,

​In addition, increasing the lever magnification increases profits.

Technology
 

What we learned from LTCM is to search for a large amount of information to select excellent targets. One of the core strategies is to use mathematical methods to predict and measure risks. The second is not to use excessive leverage easily, as you may accidentally put time on the opposite side. 3. Lay out the entire market to reduce risk factors caused by fluctuations in a single target.

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