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Hedge Funds: Quantitative Insights by François-Serge Lhabitant

Hedge Funds: Quantitative Insights François-Serge Lhabitant ebook
Publisher: Wiley
Format: pdf
ISBN: 047085667X, 9780470856673
Page: 178

Even Rittereiser, who wrote this book in between stints working for various hedge funds herself, didn't manage to extract any quantitative information about their performance: her criterion for being considered a Top Hedge Fund Investor is simply having been around a long time, or being responsible for lots of money. In recent weeks a number of Goldman Sachs traders have moved to hedge funds, showing the continued trend of moving to the buy-side. Shaw & Co, a $28 billion hedge fund firm, known for its quantitative modeling, has hired a former top official from the Federal Reserve Bank and an economist from a rival hedge fund, to work in its macro investing unit, the firm said on "Our macro team casts a wide net in terms of asset class and geography, and having these two talented individuals' insights strengthens our capabilities in several dimensions as we source and analyze trades in global markets,". Published: May Gundlach gave a very interesting presentation at Sohn about Quantitative Easing, the Fed's actions, and the enormous debt accumulated by the American government. Quantitative Researcher, A person who can attach probabilities to future events by looking backwards. Hedge Fund Analyst, A person who spends their day tracking the activities of people whose job they would have liked. Hedge funds raised bullish bets on oil to a four-month high just before futures surged on Federal Reserve Chairman Ben S. Or, I suspect, just being willing to Anybody have some insight into this, and the mathematics of alpha in a diversified portfolio? Cliff Asness, a former Goldman Sachs star and now one of the leading quantitative hedge fund managers, has attacked his own industry for charging exorbitant rates for pedestrian performance. Bernanke's plan for a new round of growth-boosting measures. By Alexandr Oleinic in Hedge Funds. Job News & Advice Goldman Sachs traders fleeing to hedge funds. Crude rose above US$100 last week for the first time in four months after the Fed embarked on its latest round of so- called quantitative easing, known as QE3, and Europe took steps to defuse its sovereign debt crisis.