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Hedge fund secrets : an introduction to quantitative portfolio management / Philip J. Romero, Tucker Balch.

By: Contributor(s): Material type: TextTextSeries: Economics collectionPublisher: New York, New York (222 East 46th Street, New York, NY 10017) : Business Expert Press, [(c)2018.]Edition: First editionDescription: 1 online resource (viii, 149 pages) : illustrationsContent type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9781947441071
Subject(s): Genre/Form: Additional physical formats: Print version:: No titleLOC classification:
  • HG4530
Online resources: Available additional physical forms:
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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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.

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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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