Thought

blog

In these posts we demystify hedge funds and managed futures. Topics include the business aspects of hedge funds, useful industry data, and quantitative techniques. Use the tag cloud at the right (or below on mobile) to find what you want!

We have also published many of these posts on LinkedIn – feel free to connect!

If you read one article, let it be this one. It is the reason I do what I do.

The following are the latest articles we have written:

Keep Your Eyes On The Prize

Keep Your Eyes On The Prize

If you are going to use some set of risk-reward measures (such as Sharpe Ratio) to judge investment performance, you need to keep your eyes on the prize: The overall performance of your portfolio, not that of the individual portfolio components.

read more
Compounding vs Volatility: Nobody Gets Average Returns

Compounding vs Volatility: Nobody Gets Average Returns

In this quick note on compounding vs volatility. I demonstrate how volatility of returns interferes with the compounding process leading to returns lower than the casual observer might expect. I raise the specter of how this may negatively impact portfolio optimization.

read more

Free Hedge Fund ODD Toolkit

Note this is US Letter size. If you want A4, use the other button!

We hate SPAM and promise to keep your email address safe.

Thank you. Your file will be available after you confirm your subscription. Check your in-box!

Free Hedge Fund ODD Toolkit

Note this is A4 size. If you want US Letter, use the other button!

We hate SPAM and promise to keep your email address safe.

Thank you. Your file will be available after you confirm your subscription. Check your in-box!

Free Hedge Fund ODD Toolkit

Note this is US Letter size. If you want A4, use the other button!

We hate SPAM and promise to keep your email address safe.

Thank you. Your file will be available after you confirm your subscription. Check your in-box!

Free Hedge Fund ODD Toolkit

Note this is A4 size. If you want US Letter, use the other button!

We hate SPAM and promise to keep your email address safe.

Thank you. Your file will be available after you confirm your subscription. Check your in-box!

Subscribe:

Don't miss our next hedge fund article!

We hate SPAM and promise to keep your email address safe.

Thank you! Check your email for confirmation message.