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Introduction to QuantLib training with Luigi Ballabio

19-21 October, London

All site blogs

Crisis? Tempted to Flee to Shelter of Big Funds? Bad Idea

July 29, 2015 by All About Alpha   Comments (0)

The authors of a new study of the relationship between fund size and performance employ a database consisting of 7,261 funds and their performance over a twenty year period (1994 to 2014). Spoiler alert: size is bad. Especially in a crisis.

Neutral Models of Microbiome Evolution

July 29, 2015 by Complexity Digest   Comments (0)

Microbial communities associated with animals and plants (i.e., microbiomes) are implicated in the day-to-day functioning of their hosts. However, we do not yet know how these host-microbiome associations evolve. In this paper, we develop a computational framework for modelling the evolution of microbiomes. The models we use are neutral, and assume that microbes have no effect on the reproductive success of the hosts. Therefore, the patterns of microbiome diversity that we obtain in our...

UCITS Alternative Index Up 1.89% YTD Through July 28

July 29, 2015 by FINalternatives   Comments (0)

The UCITS Alternative Index Blue Chip, which tracks the performance of the largest and most representative absolute return UCITS funds, dropped 0.44% for the week through July 28, according to new data from Switzerland-based index provider Hedgeanalytics AG. read more

Redacted Version of the July 2015 FOMC Statement

July 29, 2015 by The Aleph Blog   Comments (0)

Photo credit: jonesylife || Oh look, a dozen doves flying at the FOMC!June 2015July 2015CommentsInformation received since the Federal Open Market Committee met in April suggests that economic activity has been expanding moderately after having changed little during the first quarter.Information received since the Federal Open Market Committee met in June indicates that economic activity has been expanding moderately in recent months.No real change.Growth in household spending has been moderate...

Carlyle Net Dips 38%, Closes Fourth European Buyout Fund at €3.75B

July 29, 2015 by FINalternatives   Comments (0)

Carlyle said on Wednesday its second-quarter earnings dropped 38% year-over-year, as the value of its energy and hedge funds decreased even as it generated more cash by selling several of its assets. read more

Alphaclone Files For Four New Hedge Fund Replication Funds

July 29, 2015 by FINalternatives   Comments (0)

Hedge fund replication specialist Alphaclone has filed regulatory paperwork with the SEC to launch a series of four new smart-beta liquid alternatives aimed at specific areas of the global equities market.  read more

Marinus Hires Former MKP Manager Garvey For Senior Macro Role

July 29, 2015 by FINalternatives   Comments (0)

Marinus Capital Advisors, founded by former GSO and Brevan Howard structured products specialist Najib Canaan, has hired Aaron Garvey as a senior macro trader. read more

5 ways active management can remove the gun from its head

July 29, 2015 by The Reformed Broker   Comments (0)

benchmarks used to be a way for managers to be evaluated after a period of performance, whereas now they serve as a target which managers are meant to shoot for before the fact. ...

What Can Interaction Webs Tell Us About Species Roles?

July 29, 2015 by Complexity Digest   Comments (0)

Ecological interactions are highly diverse even when considering a single species: the species might feed on a first, disperse the seeds of a second, and pollinate a third. Here we extend the group model, a method for identifying broad patterns of interaction across a food web, to networks which contain multiple types of interactions. Using this new method, we ask whether the traditional approach of building a network for each type of interaction (food webs for consumption, pollination webs,...

Legg Mason Buys $7.6B Listed Infrastructure Manager RARE

July 29, 2015 by FINalternatives   Comments (0)

U.S. Investment manager Legg Mason will buy a controlling stake in Australia’s RARE Infrastructure from a group consisting of the company’s employees and Treasury Group/Northern Lights Capital Group. read more