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2 and 20 – Alpha Capture Systems
Over the last month there have been a few articles on the 2 and 20 rule – I&PE and HFMWeek. Deutsche Bank’s comments in the I&PE article refer to the “right source of alpha”. So what is alpha?...
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Cloud – Finding the Alpha with Market Data
Xignite provides a view on the market data challenges faced by hedge funds: Soaring quote and execution message rates Continuing fragmentation of execution venues Increasing demand for multi-asset...
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Alpha-Optimized Trading Schedules
Trading costs always generate an interesting discussion. Some desks have very a pretty good handle on their costs, others could do better. ITG paper offers a curious read on the subject: The trading...
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Own Price Impact
ITG has an interesting read on “Alpha- Optimized Trading Schedules: Identifying Own Price Impact in Realized Returns”, and alpha patterns. a framework to decompose the implementation shortfall cost of...
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