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On this page we have output from our various market models, which we have constructed using PyThalesians. The output is purely for illustrative purposes.

Thalesians CTA model

Thalesians CTA model proxies a typical CTA style cross asset strategy. It has been developed on top of the PyThalesians library. Below, we present the recent returns of the strategy and positions. The model assumes a 10% vol target for each asset, hence, generally speaking lower vol instruments will tend have larger positions as a result. The portfolio has a vol target of 10%.

Last Update (13 Jan 2016)

Recent returns



  • This page was last modified on 2 March 2016, at 18:45.
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