By Murray A. Ruggiero
For the date this publication was once written it did a superb activity at examining the industry. a few issues have been some distance fetched yet definitely worth the learn for mechanicalized buying and selling.
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Extra info for Cybernetic Trading Strategies: Developing a Profitable Trading System with State-of-the-Art Technologies
Managers will create strategies that more readily handle the asset flood. It is probably also true that there will be some loss of alpha as managers refine strategies to absorb more assets. On the other hand, the longer term nature of the institutional investor will give rise to special products that seek to capitalize on market inefficiencies in a manner and time frame that has not previously fit the shorter term focus of the traditional hedge fund investor. In a growing trend, in-house managers are tempted to leave their jobs, effecting a “brain drain” from traditional asset management.
On the Performance of Hedge Funds. Financial Analysts Journal, July/August, pp. 72–85. Liang, Bing, 2000. ’’ In Journal of Financial and Quantitative Analysis. Forthcoming. Liang, Bing, 2001. ’’ Financial Analysts Journal, January/February, pp. 11–18. , and Richard Spurgin, 1998. ’’ Journal of Alternative Investments, Summer, pp. 18–28. Schneeweis Partners, 2001. A Review of Alternative Hedge Fund Indexes. p. Schneeweis, Thomas, 1998. ’’ The Journal of Alternative Investments, Fall, pp. 76–80.
1 depicts the advantage of investing in alternative instruments in addition to traditional instruments, such as Treasury bills, bonds, and/or equities. Most institutional investors have played a relative return game since 1982, but a number of challenges are shaking the beliefs of pension asset Funds of Hedge Funds: Definitive Overview of Strategies and Techniques 27 allocators, consultants and investment advisors everywhere. Challenges facing traditional asset allocation include: 1. 2. 3. 4. increased complexity of financial markets and instruments; increased globalization of financial markets; heightened volatility of global financial markets; and persistently high valuations for many individual stocks.