EVENT: Portable Alpha & 130/30 Strategies 2007
Apr 18th, 2007 | Filed under: 130/30, Portable Alpha & Alpha/Beta SeparationLocation: New York
Dates: November 7-9, 2007
Organized By: Terrapinn
In a great example of real-time market response, organizers of “Portable Alpha USA” have recently added “130/30″ to the mix. While these two topics might appear to be slightly different species, we argue that they are part of the same genus: alpha-centrus investingae. Portable Alpha advocates would have investors lever their beta (keeping it at the same level) and use the capital to allocate to an alpha source. Similarly, 130/30 also involves alpha/beta separation, but keeps the beta 100% funded and effectively allocates to an “unfunded” market neutral alpha source (well, at least not truly “unfunded” since the beta source essentially acts as collateral for taking on the short positions).
Some of our favorites will be there: Harvard’s Randy Cohen (related posting), Prudential’s Michael Lillard (related posting), Man Investment’s Angelo Calvello (related posting), Casey Quirk’s Jeb Dogget (related posting) and Wilshire’s Jim Dunn (related posting). More…
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