I have posted this image on my chat server message helping people
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WorldQuant coders are low-cost alternative to PhDs
Another trading model and alternative hedge fund look for algos to make top dollar globally. Coders are also signing up to earn a new payment methos
WorldQuant, a quantitative hedge fund that manages more than $4.5 billion for Millennium Management LLC, already has more than 120 full-time PhDs scouring everywhere for recurring patterns that might boost returns. But in this increasingly competitive corner of finance, that’s not enough.
This may be as good as TradingEconomic.com but cheaper
Anyone who completes a free registration can tap a subset of YCharts’ 85 valuation measures for 10 years of historical data. But, for $40 monthly, YCharts Pro subscribers can access 30 years worth of metrics and ratios, and a few dozen advanced calculations, like tangible book value per share. A Pro membership is required to export charts or tables, or access stock ratings and popular portfolio strategies, including those of famous value investors like Benjamin Graham and Peter Lynch.
Trading in the dark has never been as popular in Europe as in the U.S.
In the world of Europe’s dark pools, a new player is poised to make a splash. Plato Partnership, a London-based consortium of asset managers and brokerage houses, is about to take on existing trading venues that don’t publish pre-trade price and volume information, including those operated by BATS Chi-X Europe and London Stock Exchange Group’s majority-owned Turquoise platform. The prize: the business of trading large blocks of stock for the biggest institutional investors.
To read the entire article, go to http://bloom.bg/1NMMis3
From Morningstar article: Hedge strategies commonly used in alternative mutual funds like hedge funds
Morningstar article had this gem below!
Any moron does not believe you can learn from major media, is that a moron. Tell them I sent you.
Hedge strategies commonly used in alternative mutual funds include:
Event Driven: Based on corporate events, such as mergers, reorganizations, management changes.
Global Macro: Focused on macro-economic driven opportunities across numerous markets and asset classes.
Long-Short Equity: Seek to buy attractive companies and short sell weak companies; seeks to produce returns while helping reduce unintended or market risks.
Relative Value: Look for perceived pricing inefficiencies between markets, companies, or within the capital structure of a specific company.
When interest rates go up bonds will naturally suffer somewhat, as bond prices trade inversely to yield. In my view, equities generally could probably weather the environment, or at least tread water. However, I think an alpha-seeking approach—use of hedging strategies, for example—has more potential to outperform in a rising-rate environment. Statistical analysis of the historical relationship between interest rates and alpha support this. The graph below illustrates the historic relationship between alpha levels on the Hedge Fund Research Index Fund Weighted Composite Index (HFRI FWI)2 and US five-year Treasury yield levels.