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Sep 15, London
Oct 14, Zurich
Feb 10, London
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Objective:
To give a reasonable knowledge of the types and varieties of Hedge Funds and the measures of assessing them.
A basic knowledge of Hedge Funds is assumed: eg from our Hedge Funds Overview course which is provided on the previous day - see separate course listing.
CONTENT
The most popular strategy - Long-Short Equity
- Mechanics of Short Selling
- Stock Lending considerations
- Risk Management - position limits, Stop losses
- Variation on a theme - 130/130 Strategies
- Derivative trading alternatives - Contracts for Difference, Equity Index Swaps
Hedge Fund Investment Styles - Directional
- Overview of Style Variations - From Low to High Market Exposure
- Distressed Debt
- Global Macro - trading Interest Rates, FX & Commodities
- Managed Futures - Technical Analysis at work
Hedge Fund Investment Styles - Non-Directional
- Market Neutral and Relative Value Arbitrage - Equity and Fixed Income
- Event-driven and Risk Arbitrage
- Convertible Arbitrage
- Hedge Fund Style Index Performance and Volatility data
- Lesson from 2009: Which Strategies worked, which didn't & why
Funds of Hedge Funds
- Rationale for the Fund of Funds route - Diversification and Risk Management
- Strategy and Manager orientation - The Due Diligence process
- Risk Management and the monitoring process
- Fund of Funds in practice.
 See below for more
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