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A fund is 'mutual' in the sense that all of its returns minus its ... Increase in Nasdaq trading volume in 1999- technology stocks. Increase in online trading ...
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Title: Alpha Borough Project Author: Civil Engineering Last modified by: Civil Engineering Created Date: 2/22/2002 2:57:58 AM Document presentation format
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The value of shares in the fund is determined daily by the Net Asset Value (NAV) ... Warren Buffet (Berkshire Hathaway) Long-run average performance measurement bias ...
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CAPRA: C-Alpha Pattern Recognition Algorithm Thomas R. Ioerger Department of Computer Science Texas A&M University Overview of CAPRA goal: predict CA chains from ...
Value added is usually defined in terms of information ratio, not alpha - Even in a low nominal returns ... This technique recommended by BridgeWater Associates ...
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I. Introduction to Traditional and Alternative Investments ... Convertible Hedging (Long convertible. bonds/short stock) Bond hedging (Yield curve arbitrage) ...
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