HedgeQuest Volume 1 - click for full report
In This Edition:
- A brief history of performance ratios
By Simon Taylor, Consulting Editor
- Greek alphabet soup and risk-adjusted performance
By Arun Muralidhar, Chairman, Mcube Investment Technologies, LLC and Managing Director, FX Concepts, Inc.
- 'Sharper' Risk Adjusted Performance Measures (RAPMs): from Omega to AIRAP
By Milind Sharma, Director and Senior Proprietary Trader, Deutsche Bank.
-The case for the Omega function
By Con Keating, Financial Analyst, Finance Development Centre.
- Maximum drawdown of active currency indices
By Emmanuel Acar & Amy Middleton, Bank of America
- Funds of funds are still providing alpha
By Jean-François Bacmann & Pierre Jeanneret, Quantitative Analysis Group, RMF Investment Management,
- HFR fund of funds performance analysis
- References and further reading
- By Category
- News from other sites
- Special Reports
- Partner events