hedge funds

Are you willing to take on Warren Buffett?

2015-03-10 03:08:15
Ryan Nauman
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Maybe you would be confident to play a game of horse against him or a round of golf, but would you have the same confidence to bet against him in investing?

Ted Seides, CFA, President and Co-CIO at Protégé Partners did just that. He bet Warren Buffett back in 2007 that hedge funds would outpace the S&P 500 over the next ten years. Mr. Buffett has been on the better side of this bet for the past seven years, as the S&P 500 has outpaced hedge funds. Will this continue for the next three years?

Hedge Fund Style Template

2013-02-27 03:24:59
Marc Odo
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Zephyr has recently developed a template that attempts to apply Bill Sharpe’s returns-based style analysis methodology to the world of hedge funds.  Sharpe originally developed this multi-factor optimization process in an attempt to replicate as much of an active manager’s return patterns as possible by using the right combination of passive benchmarks.  In order for this process to work there are three fundamental rules that one must follow:

Hedge Fund Tracking Template

2013-02-01 10:04:54
Marc Odo
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For those who want a deeper-dive into hedge funds, specifically for those who want to know more about the style of a hedge fund, we have developed two additional templates for your use. The first template compares a hedge fund’s returns against different, single benchmarks, a number of times over. The intent of the first template is to determine whether or not the hedge fund typically tracks any of the traditional asset classes or any of the hedge fund style indices.&nb

Hedge Fund Templates by Marc Odo, CFA, CAIA, CFP

Fri, 2013-01-25

A look at hedge fund analysis and two StyleADVISOR templates specifically generated to use with hedge funds.

Hedge Fund Performance Template

2013-01-04 08:42:25
Marc Odo
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We’ve recently created a nice little five-pager that is meant to be used with hedge funds and other absolute-return strategies. The template was created with our new report view feature and utilizes many of the new statistics and graphics available in StyleADVISOR.

Using Alternative Asset Classes in the Black-Litterman Model

Marc Odo
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A common question people have when using the Black-Litterman model is: How do I add alternative asset classes to my line-up of traditional asset classes? There are arguments both for and against the idea of using alternative asset classes in a Black-Litterman framework. I discussed the topic at our 2007 Annual Client Conference and the presentation is on-line.


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