Cavenagh Capital: statistical concepts help macro traders deal with a changed world - YouTube

The statistician who became a "coffee boy". Asian opportunities in mis-pricing the odds in events occurrences.

Cavenagh is seeded by IMQubator which is backed by Dutch pension fund APG. Proximity to Asian markets is key. Focusing on probabilities: how themes and events are priced in Asia.

Statistical concepts help macro traders deal with a changed world: Markets have become heteroskedastic: standard deviation of random errors not constant. Move from unimodal to bimodal world affects global macro.