Tag Archives: idiosyncratic alpha

How Some Academics Misguide Traders And Hedge Funds

Some academics misguide traders and hedge funds in focusing on combating data-mining bias when in most cases this is an exercise in futility, increases Type-II error out of bounds (missed discoveries) and diverts attention from the real problem, which is … Continue reading

Posted in Trading Strategies | Tagged , , , , | Leave a comment

A Survival Guide For The Coming Hedge Fund War

Hedge funds and CTAs have struggled in recent years due to rapid decline in the supply of dumb money. When the current transition period ends and new strategies are fully deployed, only those who are prepared for the coming war … Continue reading

Posted in Asset Allocation | Tagged , , , | Leave a comment

What Is Idiosyncratic Alpha? [Premium Articles]

A reference to idiosyncratic trading strategies was made in a market commentary by Neal Berger, the President of Eagle’s View Asset Management. In this article we attempt to clarify what these idiosyncratic strategies are. For access to premium content, you must … Continue reading

Posted in Trader education | Tagged , , , , , | Comments Off on What Is Idiosyncratic Alpha? [Premium Articles]

Neal Berger: Trend-Following Won’t Survive

Neal Berger, the CIO of Eagle’s View Asset Management, thinks trend-following and other “pedestrian” quant strategies, such as momentum, won’t survive due to lack of dumb money. I have also been saying this for a few years.

Posted in Trend following | Tagged , , , , , | Leave a comment