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Sep 6 for 2 days
London
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OVERVIEW
Since 2009 the hedge fund industry looks very different. Due to the poor performance of many funds, redemption issues and the Madoff scam, investors, service providers and other market participants interested in hedge funds will ask questions as to when and whether to invest into hedge funds. Key will be how to measure risks and returns and to what extent analysts can rely on past data alone.
The trainer will address all these issues in this two-day course. Interactive discussions between trainer and delegates, case studies and exercises make for a dynamic learning experience. The course is targeted at investment and marketing professionals who want to learn more about performance aspects of hedge funds. The course covers all aspects of descriptive statistics, distributions, estimation techniques and tests. The course is interactive with exercises, case studies and examples. Laptops will be used to apply all concepts in the course.
WHAT YOU WILL LEARN
» Introduction to Performance Analysis
» Compute Returns: NAV and VAM
» How to calculate Annualised Averages
» Draw Down Analysis
» Estimation Techniques and Statistical Tests
» Volatility Analysis
» Analysis of Higher Momentums
» Skew and Kurtosis and more measurements techniques
» Regression and Correlation Analysis
» Ratios -Sharpe, Sortino, MAR Ratio and more
» The Omega Ratio
» Funds with Daily Data
» Statistic Versus Graphs
» Chart and Basic Chart Analysis
» Case Study: Using moving averages and other indices
» Special Cases – What to do with New Managers?
 See below for more
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