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re: Getting Past the Gate: Capital Introduction at Prime Brokerage Firms

Posted on 9/18/14 at 6:55 pm to
Posted by Doc Fenton
New York, NY
Member since Feb 2007
52698 posts
Posted on 9/18/14 at 6:55 pm to
I am getting very frustrating not finding a few things that I was looking for tonight regarding alpha strategies, hidden risks, and various attempts at hedge fund performance replication algorithms.

I'll just dump a couple of links (they are both in presentation slides format again) here for tonight:

" Alternative Beta Strategies" (by Dr. Lars Jaeger, Head of Alternative Beta Strategies at Partners Group)

" Hedge Fund Replication and Alternative Beta" (by Thierry Roncalli & Guillaume Weisang)
Posted by matthew25
Member since Jun 2012
9425 posts
Posted on 9/18/14 at 11:19 pm to
Guess I have Morgan Stanley on the brain.

(My broker at Raymond James recommended MS when it fell to 12. Raymond James employees are forbidden to buy MS, so he gave me the tip on the down-low. He said it will hit 35 easy. Today it hit 36.)
Posted by Doc Fenton
New York, NY
Member since Feb 2007
52698 posts
Posted on 9/25/14 at 6:19 pm to
Okay, I need to just put something down for Part III tonight, or else I'm going to get lost in ideas again and never finish this:


III. STRATEGIES FOR GENERATING ALPHA

A. Hedge Funds and Hidden Beta
B. High Frequency Algorithmic Trading Strategies
C. Other Quantitative Strategies: The EMH vs. Fama-French & Shiller's CAPE
D. Recent Work of Clifford Asness and Others
E. Current Trends
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