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:
The Markowitz Bullet underlies the best-known and most widely-used portfolio optimization approach. We provide a guided tour using a 3-asset portfolio.read more
We show how manager diversification improves confidence in predicting future hedge fund returns and can be used as a substitute for demanding long track records.read more
Hedge fund return predictability depends on having a long track record to analyze. How long is long enough? You won’t like the answer.read more
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
Before you can start analyzing hedge funds you need to scrub the data. We look at the basics of hedge fund data hygiene. We give you some tips and tricks specific to Hedge Funds, and tell you what to watch out for.read more
This is the April 2018 edition of my series of posts on new commodity pools registered with the NFA. To keep things interesting I include a list of all the crypto-currency related pools (crypto pools) in the NFA’s commodity pool database, and an analysis of the rate bitcoin pools are being formed.read more