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标题: Thread for Hedge fund indices to be used - [打印本页]

作者: badonkus 时间: 2011-7-13 13:18 标题: 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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