Go Skew Yourself with Managed Futures

By |2017-08-18T17:04:39-04:00January 10th, 2017|Research Insights, $wdti, Trend Following, Guest Posts, Managed Futures Research|

Skewness is a statistical measure of how returns behave in the tails of a probability distribution.  Wikipedia has a more robust definition of skewness with some good visuals here. If an investment (e.g., stocks) has negative [...]