http://allaboutalpha.com/blog/2008/01/07/13030-indices-true-indices-or-playing-chess-against-a-computer/ Hedge funds, portable alpha, 130/30 and alpha-centric investing Fri, 19 Mar 2010 07:52:26 +0000 http://wordpress.org/?v=abc hourly 1 http://allaboutalpha.com/blog/2008/01/07/13030-indices-true-indices-or-playing-chess-against-a-computer/comment-page-1/#comment-94966 allaboutalpha.com: AllAboutAlpha.com Thu, 03 Apr 2008 02:59:37 +0000 http://allaboutalpha.com/blog/2008/01/07/13030-indices-true-indices-or-playing-chess-against-a-computer/#comment-94966 [...] Like 130/30 indices (see related posting), it’s often difficult to differentiate between attempts at hedge fund “replication” and attempts to actually run a quant hedge fund.  So at the end of the day, it may come down to marketing more than anything - leaving investors guessing about whether this new offering is a fund of hedge funds, a managed futures fund, a hedge fund clone, or a quant hedge fund.  [...] [...] Like 130/30 indices (see related posting), it’s often difficult to differentiate between attempts at hedge fund “replication” and attempts to actually run a quant hedge fund.  So at the end of the day, it may come down to marketing more than anything – leaving investors guessing about whether this new offering is a fund of hedge funds, a managed futures fund, a hedge fund clone, or a quant hedge fund.  [...]

]]> http://allaboutalpha.com/blog/2008/01/07/13030-indices-true-indices-or-playing-chess-against-a-computer/comment-page-1/#comment-69901 Tuesday links: smart money risks « Abnormal Returns Tue, 08 Jan 2008 17:37:15 +0000 http://allaboutalpha.com/blog/2008/01/07/13030-indices-true-indices-or-playing-chess-against-a-computer/#comment-69901 [...] Is it really possible to create an unbiased 130/30 index? (All About Alpha) [...] [...] Is it really possible to create an unbiased 130/30 index? (All About Alpha) [...]

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