Decrypt hedge fund indexes and Strategies

Decryption of hedge fund indexes and Strategies
Basic Information
Author: Lu YANGZHOU
Series name: quantitative investment and Hedge Fund Series
Press: Electronic Industry Press
ISBN: 9787121190889
Mounting time:
Published on: February 1, January 2013
Start: 16
Page number: 300
Version: 1-1
Category: Economic Management> Finance/Finance> Investment and Financial Management> stocks/stock markets> stocks/funds

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Introduction
Books
Books on economic management
Decryption of hedge fund indexes and strategies is the first book on the classification and rating system of domestic hedge fund policies. The book consists of five chapters, which are divided into 21 chapters. Article 4 sorts out the development and challenges of hedge funds abroad and in China. 2nd and 3 respectively studied the domestic and foreign hedge fund classification systems, and detailed the mature policy classification systems in the international market. The main strategies are: stock multi-empty warehouse strategy, Macro Strategy, event-driven strategy, CTA strategy, Relative Value Strategy, fund policy and industry strategy. The second article elaborated on the development, compilation, and maintenance of the hedge fund index, and conducted a comprehensive and systematic study on index construction. The second article deeply analyzes the hedge fund evaluation system, compares the major domestic fund rating systems, and summarizes and studies the establishment of the hedge fund rating system.
This book is suitable for fund practitioners, institutional investment managers, high net worth groups, entrepreneurs, family office practitioners, high-end wealth management practitioners, theoretical researchers, and people from all walks of life who are interested in financial investment.
Directory
Decryption of hedge fund indexes and Strategies
1st hedge funds
Chapter 2 Hedge Fund Overview 2
1.1 What is hedge fund 2
1.2 proprietary transactions 4
1.3 Main Features of hedge funds 5
1.4 capital capacity 7
1.5 Commission 8
1.6 hedge fund industry performance Overview 8
1.7 hedge fund manager 11
1.8 alpha and beta 12
1.9 Investment Strategy 13
1.10 explorer and border 15
1.11 sec alert 16
1.12 performance continuity considerations 16
1.13 capital and performance continuity 17
1.14 capability or opportunity 18
1.15 importance of avoiding losses 18
1.16 The annual return rate of long-term investment decreases by 19
1.17 case: a hedge fund was founded 20
1.18 hedge fund operations and service providers 20
1.19 scale and benefits 21
1.20 world's top 10 hedge funds 24
Chapter 2 Development of hedge funds in China 25
2.1 China's hedge fund era 25
2.2 hedge fund investment application 29
2.3 Challenges for hedge funds 39
2nd hedge fund Classification System Overview
Chapter 4 hedge fund status 48
3.1 hedge fund classification connotation 48
3.2 HFR hedge fund classification system 49
3.3 MSCI hedge fund Classification System 60
Chapter 4 hedge fund Classification Research 64
4.1 Status of domestic and foreign hedge funds classification 64
4.2 China's hedge fund classification system build 66
3rd hedge fund policy Classification System
Chapter 4 stock multi-empty warehouse strategy 74
5.1 stock multi-empty warehouse strategy overview 74
5.2 stock multi-empty warehouse policy system 77
5.3 famous Stock Investment Fund: Tiger Fund 81
Chapter 4 Global Macro Strategy 84
6.1 Overview of Global Macro Strategy 84
6.2 new features of global macro hedge funds 89
6.3 Global Macro Hedge Fund Investment Strategy Analysis 91
6.4 global macro-investment performance analysis 95
Chapter 2 event-driven policy 99
7.1 overview of event-driven policies 99
7.2 event-driven policy system 102
7.3 The Biggest Winner in the subprime mortgage crisis: 103 of Pearson's hedge fund
7.4 global performance of event-driven policies: 105
Chapter 2 managing futures CTA strategy 8th
8.1 Futures Fund Management Overview 108
8.2 futures CTA operation process 111
8.3 management futures CTA Fund Investment Strategy Analysis 114
8.4 Performance Analysis of futures CTA Fund Management 118
8.5 management futures CTA fund development in China 121
Chapter 2 Relative Value Strategy 9th
9.1 overview of Relative Value Strategy 124
9.2 Wall Street's best hedge fund: 125
9.3 relative value policy system 126
Chapter 4 hedge fund 10th
10.1 fof POLICY Overview 153
10.2 fof Investment Management System 157
10.3 fof development status in China 161
10.4 fof development suggestions in China 164
Chapter 2 industry hedge funds 11th
11.1 industry funds summary 167
11.2 overseas industry funds 168
11.3 domestic industry funds 174
11.4 problems faced by industry funds in China 178
4th hedge fund index research and practices
Chapter 2 hedge fund index overview 12th
12.1 hedge fund index connotation 182
12.2 hedge fund index type 183
12.3 hedge fund index database 184
Chapter 2 hedge fund index development 13th
13.1 hedge fund index development status 188
13.2 emerging hedge fund index 189
13.3 CSFB/tronment investable hedge fund index 190
13.4 hedge fund index performance comparison 193
13.5 HFR study 193
13.6 Growth of China's hedge fund index 199
Chapter 4 hedge fund index compilation and maintenance 14th
14.1 hedge fund index structure 201
14.2 hedge fund index calculation 203
14.3 hfri hedge fund index compilation 207
14.4 hedge fund index maintained 214
Chapter 2 Introduction and Comparison of domestic hedge fund index 15th
15.1 China's four major hedge funds index 217
15.2 hedge fund Index Analysis Comparison 224
Chapter 2 hedge fund Index System Construction Research 16th
16.1 hedge fund index compilation method 230
16.2 China hedge fund index system 233
16.3 benchmark index and Regional Index 235
16.4 investable hedge fund index 236
5th hedge fund evaluation research and practices
Chapter 2 hedge fund evaluation overview 17th
17.1 concepts and features 240
17.2 correlation and regression analysis 242
17.3 tail risk analysis 243
17.4 history performance of hedge funds: 244
17.5 hedge fund performance status 246
Chapter 4 fund performance evaluation method 18th
18.1 classic performance evaluation method 250
18.2 var performance evaluation method 252
Chapter 2 current situation of domestic private equity performance evaluation 19th
19.1 Morningstar private equity fund performance evaluation 254
19.2 rongzhi and haoki Performance Evaluation 257
19.3 Industrial trust? 258 Performance Evaluation of Chaoyang perpetual private equity
Chapter 2 Comparison of major domestic fund rating systems: 20th
20.1 basic rating Factor 261
20.2 risk adjustment benefits 262
Chapter 2 Establishment of hedge fund rating system 21st
21.1 hedge fund rating system summary 266
21.2 performance evaluation index system 267
21.3 Performance Evaluation Index algorithm 269
21.4 performance evaluation method 272
Appendix a hfr transaction policy category 275
Appendix B HFR investment region 276
Appendix c hfr hedge fund index structure 277
Appendix d msci hedge fund index structure 278
Appendix E: "policy-based classification of hedge fund index and rating system" for chongnet 279

Source of this book: China Interactive publishing network