http://allaboutalpha.com/blog/2007/03/09/fahrenheit-13030/ Hedge funds, portable alpha, 130/30 and alpha-centric investing Fri, 12 Mar 2010 16:56:36 +0000 http://wordpress.org/?v=abc hourly 1 http://allaboutalpha.com/blog/2007/03/09/fahrenheit-13030/comment-page-1/#comment-6105 allaboutalpha.com: Welcome to AllAboutAlpha.com Tue, 15 May 2007 01:48:34 +0000 http://allaboutalpha.com/blog/2007/03/09/fahrenheit-13030/#comment-6105 [...] While I don’t necessarily see 130/30 as the “worst of all worlds”, I do agree with Roger that 130/30 bears a remarkable similarity to the failed beta-plus strategies of old.  (see related posting: Fahrenheit 130/30). [...] [...] While I don’t necessarily see 130/30 as the “worst of all worlds”, I do agree with Roger that 130/30 bears a remarkable similarity to the failed beta-plus strategies of old.  (see related posting: Fahrenheit 130/30). [...]

]]> http://allaboutalpha.com/blog/2007/03/09/fahrenheit-13030/comment-page-1/#comment-3267 allaboutalpha.com: Welcome to AllAboutAlpha.com Fri, 20 Apr 2007 13:14:48 +0000 http://allaboutalpha.com/blog/2007/03/09/fahrenheit-13030/#comment-3267 [...] Regular readers may recognize chart from papers discussing the similar concentration of equity indices. For example, this one from Merrill Lynch’s recent 130/30 paper: [...] [...] Regular readers may recognize chart from papers discussing the similar concentration of equity indices. For example, this one from Merrill Lynch’s recent 130/30 paper: [...]

]]> http://allaboutalpha.com/blog/2007/03/09/fahrenheit-13030/comment-page-1/#comment-3218 All About Alpha » Blog Archives » State Street runs up the score in 130/30 March Madness Tue, 27 Mar 2007 03:30:39 +0000 http://allaboutalpha.com/blog/2007/03/09/fahrenheit-13030/#comment-3218 [...] There has been a flurry of activity in the 130/30 space so far this month that seems to rival the hoopla over US college basketball.  No sooner had Merrill Lynch released its report on 130/30 than State Street landed a 165 million GBP 130/30 mandate from Britain’s Asda Group.  With some industry insiders saying the current size of the US 130/30 market is US$50b AUM, that would be nearly 0.7% overnight growth had it happened on that side of the pond. Â Ã‚  [...] [...] There has been a flurry of activity in the 130/30 space so far this month that seems to rival the hoopla over US college basketball.  No sooner had Merrill Lynch released its report on 130/30 than State Street landed a 165 million GBP 130/30 mandate from Britain’s Asda Group.  With some industry insiders saying the current size of the US 130/30 market is US$50b AUM, that would be nearly 0.7% overnight growth had it happened on that side of the pond. Â Ã‚  [...]

]]> http://allaboutalpha.com/blog/2007/03/09/fahrenheit-13030/comment-page-1/#comment-1632 Alpha Male Wed, 14 Mar 2007 21:36:37 +0000 http://allaboutalpha.com/blog/2007/03/09/fahrenheit-13030/#comment-1632 No idea for 130/30, 120/20 etc. We just pulled "1X0/X0" out of our collective butts here at AAA, but perhaps it was already out there too... No idea for 130/30, 120/20 etc. We just pulled “1X0/X0″ out of our collective butts here at AAA, but perhaps it was already out there too…

]]> http://allaboutalpha.com/blog/2007/03/09/fahrenheit-13030/comment-page-1/#comment-1630 pb273 Wed, 14 Mar 2007 21:20:21 +0000 http://allaboutalpha.com/blog/2007/03/09/fahrenheit-13030/#comment-1630 Any idea who first came up with the term 130/30 or 120/20 or 1X0/X0 ? Was it Merrill Lynch or Goldman Sachs ? Any idea who first came up with the term 130/30 or 120/20 or 1X0/X0 ? Was it Merrill Lynch or Goldman Sachs ?

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