Options Straddles And Earnings Move Estimates

Equity options straddles can be used to estimate the underlying move for events captured by the respective expiration. The classic Black-Scholes model requires five input variables: the strike price of an option, the current stock price, ...
Read more
3 min read

Most popular

The Myth of Talent in Multi-PM Platforms: Unraveling the True Drivers of Alpha GenerationThe Secret Sauce to Source Multi-Manager FundsCredit Risk Transfer (CRT) Transactions: The Opportunity Behind Safer BankingUnderstanding Hedge Fund Quantitative Metrics: A Handy Cheatsheet For InvestorsDPLTA: Playing The German Back-End GameThe Art and Science of Hedge Fund Due Diligence

Identifying Alternative Risk Premium Factors

Why Do We Need (New) Risk Factors? In determining a fund’s ability to generate alpha, or in evaluating a fund’s market risk, the sensitivity of the fund to risk factors is usually considered. In 2004, Fung and Hsieh proposed to measure a ...
Read more
5 min read

Are Top Hedge Funds Too Hot To Invest?

Over the past year and a half, we’ve observed that a growing number of prominent hedge funds have been amending their liquidity terms to steer investors towards longer lockup share classes and/or vehicles. While this may not a new ...
Read more
5 min read

Subscribe to our blog

Fund Uniqueness

How Unique Is My Investment? When making an investment decision, it is important to assess the attractiveness of a potential investment not only on its own, but also in relation to the existing portfolio. The ideal investment offers an ...
Read more
7 min read
First Prev8 / 8