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- 2011-7-11
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- 2016-4-15
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Thread for Hedge fund indices to be used -
Getting hammered on this one every time so starting this sharing thread.
Per schweser these are the indices we can use with others unknowns.
1. Mkt neutral equity Fund - RFR+ 2-3% spread
2. Plain vanilla Equity Fund - russell 3000
3. FI Fund - Merryll Lynch HIgh yield index.
4. FI Arbitrage Fund -???
5. Global Macro Fund - ???
6. Event Drive Fund - ???
7. Long/Short Fund - ???
When to use alpha and sharpe? |
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发表于 2011-7-13 13:18
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