Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
Published by:
Business Expert Press
Length: 22 pages
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Abstract
This chapter was excerpted from Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management. 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. As an instructional text, it will assist two types of students: 1) Economics and finance students interested in understanding what 'quants' do, and 2) Software specialists interested in applying their skills to programming trading systems Hedge Fund Secrets provides a needed complement to journalistic accounts of the hedge fund industry, to deepen the understanding of non-specialist readers such as policy makers, journalists, and individual investors. The book is organized in modules to allow different readers to focus on the elements of this topic that most interest them. Its authors include a fund practitioner and a computer scientist (Balch), in collaboration with a public policy economist and finance academic (Romero).
Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
Published by:
Business Expert Press
Length: 26 pages
Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
Published by:
Business Expert Press
Length: 31 pages
Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
Published by:
Business Expert Press
Length: 23 pages
Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
Published by:
Business Expert Press
Length: 24 pages
Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
Published by:
Business Expert Press
Length: 29 pages
Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
Published by:
Business Expert Press
Length: 24 pages
Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
Published by:
Business Expert Press
Length: 28 pages
Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
Published by:
Business Expert Press
Length: 22 pages
Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
Published by:
Business Expert Press
Length: 29 pages
Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
Published by:
Business Expert Press
Length: 30 pages
Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
Published by:
Business Expert Press
Length: 24 pages
Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
Published by:
Business Expert Press
Length: 25 pages
Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
Published by:
Business Expert Press
Length: 24 pages
Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
Published by:
Business Expert Press
Length: 24 pages
Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
Published by:
Business Expert Press
Length: 27 pages
Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
Published by:
Business Expert Press
Length: 29 pages
Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
Published by:
Business Expert Press
Length: 22 pages
About
Abstract
This chapter was excerpted from Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management. 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. As an instructional text, it will assist two types of students: 1) Economics and finance students interested in understanding what 'quants' do, and 2) Software specialists interested in applying their skills to programming trading systems Hedge Fund Secrets provides a needed complement to journalistic accounts of the hedge fund industry, to deepen the understanding of non-specialist readers such as policy makers, journalists, and individual investors. The book is organized in modules to allow different readers to focus on the elements of this topic that most interest them. Its authors include a fund practitioner and a computer scientist (Balch), in collaboration with a public policy economist and finance academic (Romero).
Related
Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
Published by:
Business Expert Press
Length: 26 pages
Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
Published by:
Business Expert Press
Length: 31 pages
Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
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Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
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Business Expert Press
Length: 24 pages
Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
Published by:
Business Expert Press
Length: 29 pages
Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
Published by:
Business Expert Press
Length: 24 pages
Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
Published by:
Business Expert Press
Length: 28 pages
Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
Published by:
Business Expert Press
Length: 22 pages
Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
Published by:
Business Expert Press
Length: 29 pages
Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
Published by:
Business Expert Press
Length: 30 pages
Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
Published by:
Business Expert Press
Length: 24 pages
Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
Published by:
Business Expert Press
Length: 25 pages
Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
Published by:
Business Expert Press
Length: 24 pages
Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
Published by:
Business Expert Press
Length: 24 pages
Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
Published by:
Business Expert Press
Length: 27 pages
Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
Published by:
Business Expert Press
Length: 29 pages
Authors:
Philip J Romero (University of Oregon); Tucker Balch (College of Computing, Georgia Institute of Technology)
Chapter from: "Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management"
Published by:
Business Expert Press
Length: 22 pages