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's blog: How to Measure Alpha when Allocating Capital to a Basket of Stocks in a Risk Based Position Trading Portfolio for Hedge Funds - Views ( 137277 ) -article by: AliCatCapital

AliCatCapitals' BLOG ( 27 articles!)

How to Measure Alpha when Allocating Capital to a Basket of Stocks in a Risk Based Position Trading Portfolio for Hedge Funds - Views ( 321 )
How to Measure Alpha when Allocating Capital to a Basket of Stocks in a Risk Based Position Trading Portfolio for Hedge Funds  

How to Measure Alpha when Allocating Capital to a Basket of Stocks in a Risk Based Position Trading Portfolio for Hedge Funds

Author: AliCatCapital , Last Modified, 2020-09-28 11:51:21

Category: finance Keywords: How-to-Measure-Alpha-when-Allocating-Capital-to-a-Basket-of-Stocks-in-a-Risk-Based-Position-Trading-Portfolio-for-Hedge-Funds

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How to Measure Alpha when Allocating Capital to a Basket of Stocks in a Risk Based Position Trading Portfolio for Hedge Funds

How to measure Alpha when allocating capital to a basket of stocks in a position based trading portfolio.

I will expand on this article at a later stage. The model was used by my hedge fund to measure the capital allocation weighting across a portfolio of stocks. This means for any basket of shares the risk is relative to expected returns. Expected Returns as calculated using historically back-tested share price data.

AliCatCapital

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Blog title: How to Measure Alpha when Allocating Capital to a Basket of Stocks in a Risk Based Position Trading Portfolio for Hedge Funds




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