The aim of this document is to show the real life application of the ‘Style Analysis’ feature applied to a hedge fund claiming to deliver alpha. We will show how to analyse a fund in terms of its alpha and sector selection skills. Galleon has been selected as fund in order to show how the ‘Style Analysis’ can be used as part of the due diligence process by highlighted anomalous monthly alphas.
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|Galleon Alpha Analysis Nov 09.pdf ||484.93 KB|