Tag: hedge fund

Hedge Fund Activism: An Empirical Analysis

Hedge Fund Activism: An Empirical Analysis

Hedge Fund Activism: An Empirical Analysis Nicolo Colombo 17 Capital December 22, 2009 Abstract: This paper combines both theoretical evidence on hedge fund activism and empirical results obtained through an event study around the commencement of activism to show that […]

101 Formulaic Alphas

101 Formulaic Alphas

101 Formulaic Alphas Zura Kakushadze Quantigic Solutions LLC; Free University of Tbilisi Geoffrey Lauprete WorldQuant LLC Igor Tulchinsky WorldQuant LLC December 9, 2015 Abstract: We present explicit formulas – that are also computer code – for 101 real-life quantitative trading […]

Hedge Fund Crowding Costs: Q3 2015

Hedge Fund Crowding Costs: Q3 2015

Applying a robust risk model to hedge fund holdings data helps avoid losses and yields profitable opportunities. In this article, we highlight the sectors with the largest Hedge Fund losses due to crowding in Q3 2015, which sum to $4 […]