Wisdom is key to Lobefalo's QW strategy

Fri Apr 24, 2009

Read more:

Former Morgan Stanley banker Gianluca Lobefalo has gone live with his new QW European Equity Market Neutral Fund, a non-discretionary and top-down stat arb strategy based on same-sector pairs trading in the most liquid European stocks.

QW - standing for Quantitative Wisdom - trades only in the largest-cap members of the DJ EuroStoxx 600 universe, deploying a diversified portfolio of around 50-100 pairs with different...

ISSN: 2151-1845 / CDC10004H


The full contents of this article are only available to active EuroHedge subscribers and trialists.

To continue reading please,
take a free trialsubscribe or log in to EuroHedge.


Subscribers have unlimited access to all current content, including hedge fund performance Live League Tables. Start your subscription today - click on the button below.

Subscribe now

Popular Searches on HFI