This conference provides a great opportunity to look at a structured and institutionalised future for hedge fund investing and is taking place at Hotel Russell, London.
Alternative beta factors will provide an alternative to traditional hedge fund investing while also making hedge fund selection more sophisticated as investors can ascertain whether performance is attributed to alternative beta or true alpha. It makes the need for fully structured information even more urgent, something we have always believed in at Hedgecasa.
Key conference themes include:
Defining alternative beta and alternative alpha.
Which hedge fund strategies can be replicated, and how?
Factor-modeling (regression) approaches to replication.
Systematic trading (algorithmic) approaches to replication.
Constructing a portfolio of alternative beta risk premium.
The implications for manager benchmarking and selection.
Pure alpha: the ultimate alpha/beta separation.
Using replication technologies in portfolio construction.
