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Hedge Fund Secrets : an Introduction to Quantitative Portfolio Management.

Author: Philip J Romero; Tucker Balch
Publisher: New York : Business Expert Press, 2018.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
Hedge Funds. These lightly regulated funds continually innovate new investing and trading strategies to take advantage of temporary mispricing of assets (when their market price deviates from their intrinsic value). These techniques are shrouded in mystery, which permits hedge fund managers to charge exceptionally high fees. While the details of each fund's approach are carefully guarded trade secrets, this book  Read more...
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Details

Genre/Form: Electronic books
Additional Physical Format: Print version:
Romero, Philip J.
Hedge Fund Secrets : An Introduction to Quantitative Portfolio Management.
New York : Business Expert Press, ©2018
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Philip J Romero; Tucker Balch
ISBN: 9781947441071 1947441078
OCLC Number: 1021806226
Description: 1 online resource (163 pages)
Contents: Part I. The basics --
1. Introduction. Bio: Julian Robertson, Tiger Management --
2. So you want to be a hedge fund manager --
3. An illustrative hedge fund strategy: arbitrage. Bio: Steven Cohen, SAC Capital --
4. Market-making mechanics --
5. Value investing --
6. Introduction to company valuation --
Part II. Investing fundamentals: CAPM and EMH --
7. How valuation is used by hedge funds. Bio: David Einhorn, Greenlight Capital --
8. Framework for investing: the capital asset pricing model (CAPM) --
9. The efficient market hypothesis (EMH): its three versions --
10. The fundamental law of active portfolio management. Bio: Jim Simons, Renaissance Technologies --
Part III. Market simulation and portfolio construction --
11. Modern portfolio theory: the efficient frontier and portfolio optimization. Bio: Ray Dalio, Bridgewater --
12. Event studies --
13. Overcoming data quirks to design trading strategies --
14. Data sources. Bio: Barton Biggs, Fairfield and Traxis Partners --
15. Backtesting strategies. Bio: Michael Steinhardt, Steinhardt Partners --
Part IV. Case study and issues --
16. Hedge fund case study: Long Term Capital Management (LTCM). Bio: George Soros, Quantum Fund --
17. Opportunities and challenges for hedge funds --
Teaching cases --
Resources --
Glossary --
Summary --
Index.

Abstract:

Hedge Funds. These lightly regulated funds continually innovate new investing and trading strategies to take advantage of temporary mispricing of assets (when their market price deviates from their intrinsic value). These techniques are shrouded in mystery, which permits hedge fund managers to charge exceptionally high fees. While the details of each fund's approach are carefully guarded trade secrets, this book draws the curtain back on the core building blocks of many hedge fund strategies.

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