Sign up for free newsletter

 

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

listingsdirectory
UBS Global Asset Management
Fri, 06/05/2016 - 14:19
RFA (Richard Fleischman & Associates)
Tue, 05/04/2016 - 14:25
Calastone
Mon, 29/02/2016 - 15:20
training
Wed, 08/06/2016   - London
Mon, 13/06/2016   - London
specialreports
other gfm publications