Hedge Fund Performance Measurement
The objective of this course is to give an understanding and review of Hedge Fund performance indicators and quantitative assessment measures using real industry data examples.
This course is also useful for those dealing with normal Mutual Fund performance measures.
No prior knowledge of Performance Measures is assumed but a basic knowledge of statistics is useful (volatility, correlation, regression). The learning process will be reinforced through the use of workshops and case studies using real data. The course has a split of 50% theory/50% practice.
Current industry situation with examples
Classic quantitative tools used in the industry
Quantitative techniques currently used in the industry
- The concept
- The theory
- Practical examples
- Using daily to monthly data
- Between hedge funds
- Between hedge funds & classical indices
New tools and Ratios
New techniques (extended multi-factor performance attribution model, omega)
- Performance analysis
- Persistence in performance analysis
- Risk-return (volatility)
- Risk- return (alternative measures of risks)
The shortcuts of Quantitative Analysis
Investment Education PLC