Event: Portable Alpha: A Comprehensive 2 Day Masterclass
| Jul 22nd, 2006 | Filed under: Portable Alpha & Alpha/Beta Separation | By: Alpha Male |
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Organized By: Iluka Hedge Fund Consulting
Dates: November 29 & 30, 2006
Location: London
From course description:
“[This course] starts by developing basic concepts such as volatility, correlation and Sharpe Ratios from first principles to build a solid theoretical foundation for the study of portable alpha. From this base, it examines alpha from many perspectives. First from a purely intuitive angle and then from a simple mathematical perspective. It goes on to look at issues of portfolio design and strategy selection.
“Participants will gain:
Note: Course instructor Tammer Kamel is the author of an interesting white paper “The Tao of Alpha”.
