Investing in company directors' insight
Following the signals from directors' trades can have many rewards – yet identifying meaningful trades is a massive task. The Citi European Directors' Insight Strategy does the hard work for you
With interesting quantitative trades becoming too crowded too quickly, and with recent quant hedge fund losses highlighting the risks of this, generating alpha is becoming more difficult than ever. Discovering new anomalies and building strategies that rely on proprietary and unique information has become essential. For this reason, Citi's Global Quantitative Research Group has invested more than 1.5 years developing a proprietary model and a database that tracks stock exchange announcements on
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