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Research

REDUCING DRAWDOWN USING ALTERNATIVES

“Does investment in an active manager provide better drawdown protection than investment in the market?”
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Analysing 2018 Hedge Fund
Performance

“Was 2018 really as bad a year for Hedge Funds as most market commentators have suggested and, if so, which strategies would have been best insulated from the turbulence?”
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Fund Selection using Alternative
Statistics

‘Can we find outperformance using an algorithmic asset selection approach which focuses on lesser used risk and return statistics?’
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Tags

  • Calmar Ratio
  • Rachev Ratio
  • Sharpe Ratio
  • MVaR
  • Asset Selection
  • Hedge Funds
  • CTA
  • Long Short Equity
  • Optimisation
  • Alternative Investments
  • Fund Investment

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