Dynamic Beta investments Dynamic Beta investments Dynamic Beta investments
  • Search
  • Home
  • About us
  • Our Strategy
  • Research
  • News
  • Contact
  • Careers
  • Home
  • About us
  • Our Strategy
  • Research
  • News
  • Contact
  • Careers
The Trouble with Alpha: Part I20160623124038

The Trouble with Alpha: Part I

June 23, 2016ResearchAlpha, Hedge Funds
Investors equate “alpha” to outperformance.  A high alpha fund presumably delivers substantial excess returns relative to its benchmark. True alpha is short-hand for manager skill.  Statistically, alpha simply is the result of a linear regression between two return streams. The regression finds the ...
Read more

RECENT POSTS

  • SEI Liquid Alternative Fund wins Best Hedge Fund Index Replication product
  • Hedge funds cash in on the ‘great reflation trade’
  • A $300 Billion Quant Trade Wins in ‘Almost Unbelievable’ Market
  • The Decline of Short Side Alpha​
  • Hedge Funds Longs Outperformed Shorts by a Record Margin in 2020​

TAGS

Absolute Return Alpha Alt premia Apple Awards Behavioral Finance Bloomberg Brexit China Commodities CTAs/Managed Futures DBEH ETFs Europe featured Fees Financial Times Hedge Funds High Yield Index Funds inflation Investing Japan Liquid Alts long-short Marketfield Fund Mexico Mutual Funds Oil Oyster Stable Return Position Crowding Replication Risk Premia SEI Liquid Alternative Smart Beta UCITS UK Valeant Value Investment
CONTACT US

12E 49th Street, 18th floor, New York, NY 10017

Phone: +1 (646) 837 7030

Mail: inquiries@dynamicbeta.com

©2015 - 2021 - DYNAMIC BETA INVESTMENTS. ALL RIGHTS RESERVED.                  DISCLOSURES     PRIVACY POLICY