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A Quantitative Edge: Quantitative Tools for Hedge Fund Due Dilligence
This workshop is designed for financial professionals who would like to better their understanding of performance measurement techniques. No prior quantitative experience is required or expected. The objective is to introduce quantitative analysis to the “non quant”.
Participants will gain:
- A fundamental understanding of what alpha, beta, Sharpe ratios, Sortino Ratios, correlation, downside deviation and other measures really mean (and don’t mean.)
- A first principles understanding of where these numbers comes from.
- The skills needed to apply quantitative analysis to their due diligence process effectively.
This workshop is not a heavy course in mathematics! It is designed for non-quants, though some very basic math will obviously be needed.
Content:
- Introduction to basic statistics (mean, standard deviation)
- The Normal distribution and hedge funds.
- Alpha, beta, correlation.
- Sharpe Ratios and Sortino Ratios.
- Quantitative Hedge Fund return analysis:
- Is this fund really generating alpha?
- Where is the fund taking risk and making returns?
- Limits and misconceptions about quantitative measures.
- Understanding the principles of quantitative risk management.
Who should attend:
- Financial professionals wishing to gain a solid, fundamental understanding of quantitative buzzwords that tend to be “thrown around” in the hedge fund industry.
- Hedge fund investors wishing to improve their due diligence capabilities by strengthening their understanding of quantitative measures.
Registration:
More Information:
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