Hedge Funds

HedgeWeek presented Pythagoras with an award for the highest risk-adjusted returns among all crypto funds in the Barclay Hedge database. How did Pythagoras achieve this? What is Pythagoras’ approach to achieving the highest Sharpe ratio in crypto trading? As background, please note that Bitcoin has the highest volatility compared to…

Should Modern Portfolio Theory be investing dogma up and down Wall Street? [Originally published on Linkedin July 14, 2018] In 1952 Harry M. Markowitz, a University of Chicago economics graduate student unsatisfied with prevailing financial practices concerning risk with respect to portfolio construction and investing, employed mathematics to quantify the…

Published on August 4, 2022 by Pratap Narayan Singh Co-investment deals are another means of parking investment in private equity (PE) that requires strong commitment from asset sponsors. Building a superior co-investment programme entails significant time, qualified PE talent and a strong evaluation process. …

- A new ETF Replication report for Quantpedia Pro - 9 new Quantpedia strategies - 10 new related research papers - 10 new backtests - 4 new blogs https://quantpedia.com/quantpedia-in-july-2022/

What is SYMUL? Symul is a DeFi/CeFi data aggregation accounting solution and business intelligence suite designed for hedge funds and sophisticated traders. Symul allows its users to access rich, historical data snapshots for ALL major DeFi protocols by organizing assets and debt into a tree data structure and a human readable position. If…

Point of view from a former Goldman FX and derivatives trader — I spend 14 years as an FX forward and derivative trader at Goldman Sachs, and another 3 years as Portfolio Manager at Hedge Fund before joining Secured Finance. I would like to share my view on the necessity of the FX hedging market and how it works. More than 4,600 billion USD are traded across the currency hedging product on a daily basis

White Loop Capital annonce un partenariat avec Capsa, un hedge fund quantitatif on-chain aux stratégies market neutral, complètement transparentes. — Capsa reproduit le modèle d’un hedge fund, sur la blockchain. Il vise à combiner les meilleures caractéristiques de la TradFi et de la DeFi pour offrir un nouveau type d’actif financier. Capsa offre à White Loop une facilité et une sécurité optimale : leur risk-management est strict, les stratégies sont…

On July 12th, 2022, Three Arrows Capital, a hedge fund was all over the news as they headed to bankruptcy court, and the founders remained difficult to locate. …