http://allaboutalpha.com/blog/2006/07/13/comparing-position-level-and-regression-based-techniques-for-isolating-the-embedded-hedge-fund-in-an-active-mutual-fund/ A finance blog about hedge funds, portable alpha and alternative investing. Mon, 13 Feb 2012 11:26:54 +0000 http://wordpress.org/?v=abc hourly 1 http://allaboutalpha.com/blog/2006/07/13/comparing-position-level-and-regression-based-techniques-for-isolating-the-embedded-hedge-fund-in-an-active-mutual-fund/comment-page-1/#comment-66 All About Alpha » Blog Archives » Engineering an Alpha Engine Wed, 08 Nov 2006 00:59:15 +0000 http://allaboutalpha.com/blog/?p=71#comment-66 [...] So an “alpha portfolio” can be constructed by engineering-out the alpha within any active (long-only) portfolio. This is a process described in several postings on this blog back in the summer. Those of you who were on the beach, at the cottage or touring wine country around then, may be interested in this post on the topic of stripping out the “embedded market neutral hedge fund” from within what you might call the “host mutual fund”.  [...] [...] So an “alpha portfolio” can be constructed by engineering-out the alpha within any active (long-only) portfolio. This is a process described in several postings on this blog back in the summer. Those of you who were on the beach, at the cottage or touring wine country around then, may be interested in this post on the topic of stripping out the “embedded market neutral hedge fund” from within what you might call the “host mutual fund”.  [...]

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