Comments on: Hedge Fund Masters

By: bayas2tcnj

bayas2tcnj — Fri, 29 May 2009 15:27:15 +0000

Hi Mebane,

Are you just tracking the performance or do actually have any capital invested in the holdings from these funds?

Do you pick the top five holdings of each fund? whats your methodology?

Also from my understanding Alphaclone updates their databse as soon as the fillings are made. But these filings are made quaterly. Does the timing the funds acquired the stocks affect the return of your cloned porfolio, or does alphaclone assume the actual purchase date when calculating results?

Last Alphaclone seems great for backtesting results of funds or maybe even individual stocks. But realistically can an investor that wanted to invest with a cloned portfolio, expect the same return as the clone? If yes why theres the whole timing issue?

Thanks!

By: Nuno

Nuno — Fri, 29 May 2009 07:59:58 +0000

And today' s list is ….

By: Mebane

Mebane — Wed, 27 May 2009 15:58:24 +0000

I wish I could say it was a filtered R2 persistence based something or other. But really, in 2007 I just picked out 10 funds that I was familiar with and thought were good stock pickers, with decently long holdings periods.

While I think this is a great list, it is not the same list I would pick today. . .

By: j'adoube

j'adoube — Wed, 27 May 2009 00:52:39 +0000

MebFa-

A little background, please, as to why those ten hedge funds?

Thanks.

By: marketfolly

marketfolly — Tue, 26 May 2009 20:55:58 +0000

Have found those stocks popping up more and more in numerous hedge fund portfolios these days, it really is intriguing. Great performance especially when you add in the fact that Okumus blew up (which was somewhat surprising).