Author Archives: Youssef LOURAOUI

Hedge fund diversification

In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) discusses the notion of hedge fund diversification by analyzing the paper “Hedge fund diversification: how much is enough?” by Lhabitant and Learned (2002). This article is … Continue reading

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Managed futures strategy

In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) presents the managed futures strategy (also called CTAs or Commodity Trading Advisors). The objective of the managed futures strategy is to look for market trends across … Continue reading

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Dedicated short bias strategy

In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) presents the dedicated short bias strategy. The strategy holds a net short position, which implies more shorts (selling) than long (buying) positions. The objective of the … Continue reading

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Hedging of the crude oil price

In this article, Youssef Louraoui (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) discusses the concept of hedging and its application in the crude oil market. This article is structured as follow: we introduce the concept of hedging in … Continue reading

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Modeling of the crude oil price

Modeling of the crude oil price In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) models the market price of the crude oil. This article is structured as follows: we introduce the crude oil market. … Continue reading

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Equity market neutral strategy

In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) presents the equity market neutral strategy. The objective of the equity market neutral strategy is to benefit from both long and short positions while minimizing the … Continue reading

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Fixed-income arbitrage strategy

Fixed-income arbitrage strategy In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) presents the fixed-income arbitrage strategy which is a well-known strategy used by hedge funds. The objective of the fixed-income arbitrage strategy is to … Continue reading

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Global macro strategy

In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) presents the global macro equity strategy, one of the most widely known strategies in the hedge fund industry. The goal of the global macro strategy is … Continue reading

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Interest rate term structure and yield curve calibration

Interest rate term structure and yield curve calibration In this article, Youssef LOURAOUI (Bayes Business School,, MSc. Energy, Trade & Finance, 2021-2022) presents the usage of a widely used model for building the yield curve, namely the Nelson-Seigel-Svensson model for … Continue reading

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Minimum Volatility Portfolio

In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) elaborates on the concept of Minimum Volatility Portfolio, which is derived from Modern Portfolio Theory (MPT) and also in practice to build investment funds. This article … Continue reading

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