DeutscheBankQuantitativeStrategyDateResearch06February2024QuantcraftGlobalNavigatingtheHedgeFundMazeVivekAnandvivek-v.anand@db.comThisistheforty-nintheditionofourQuantcraftseries.Thisperiodicaloutlinesnew+44(20)754-52789tradingandanalyticalmodelsacrossdifferentassetclasses.ResearchTeamToday’sreportnavigatesthecomplexlandscapeofhedgefundinvesting,unravellinginsightsintostrategies,performancetrends,andinnovativeportfolioVivekAnandconstructionmethodologies.ClaytonGillespieWeexaminetheHedgeFundResearch(HFR)database,discussingtheintricaciesCaioNatividadeofanalysinghedgefundperformance,riskmeasurement,managerselectionandGianpaoloTomasiriskprofiling.GanchiZhangWeintroduceaquantitativeapproachtoconstructportfoliostailoredtospecificinvestorgoals—whetherachievingmarketneutralityormitigatingdrawdowns.Additionally,weinvestigatetherelationshipbetweenhedgefundsandbank-basedQISstrategies,showcasingtheirpotentialforsynergisticportfolioenhancementthroughdiversification.Insummary,thisstudyprovidesarefinedperspectivetoguideinvestorsthroughtheintricaciesofthisrewardingbutcomplexalternativeassetclass.Figure1:NavigatingtheHedgeFundMazeDistributedon:06/02/202409:29:09GMTSource:DeutscheBank.________________________________________________________________________________________________________________DeutscheBankAG/LondonIMPORTANT...
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