Event: Portable Alpha: A Comprehensive 2 Day Masterclass

Jul 22nd, 2006 | Filed under: Portable Alpha & Alpha/Beta Separation

Organized By: Iluka Hedge Fund Consulting
Dates: November 29 & 30, 2006
Location: London

From course description: 

“[This course] starts by developing basic concepts such as volatility, correlation and Sharpe Ratios from first principles to build a solid theoretical foundation for the study of portable alpha. From this base, it examines alpha from many perspectives. First from a purely intuitive angle and then from a simple mathematical perspective. It goes on to look at issues of portfolio design and strategy selection.

“Participants will gain:

  1. A fundamental understanding of alpha and beta from a completely intuitive perspective.
  2. A deep understanding of portable alpha, including how to measure it, how to recognize it, and where to find it.
  3. A true understanding of the mathematics that underlie the concept.
  4. The skills to identify managers that can generate alpha.”

Read Full Course Description

Note: Course instructor Tammer Kamel is the author of an interesting white paper “The Tao of Alpha”.

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