Comments on: Hedge Fund Cloning – A Fourth Type of Replicator http://www.mebanefaber.com/2009/10/02/hedge-fund-cloning-a-fourth-type-of-replicator/ Engineering Targeted Returns and Risk Fri, 12 Mar 2010 02:30:17 -0600 http://wordpress.org/?v=2.8.2 hourly 1 By: Let’s Talk About Professional Funds – World Beta – Engineering Targeted Returns and Risk http://www.mebanefaber.com/2009/10/02/hedge-fund-cloning-a-fourth-type-of-replicator/comment-page-1/#comment-3252 Let’s Talk About Professional Funds – World Beta – Engineering Targeted Returns and Risk Mon, 23 Nov 2009 17:40:15 +0000 http://www.mebanefaber.com/?p=1779#comment-3252 [...] professionals and Sharpe Ratios check out this old post.  Also here is a nice old post of mine on hedge funds and survivor bias.  This great white paper shows that CTA’s do indeed add value, but they capture most of it [...] [...] professionals and Sharpe Ratios check out this old post.  Also here is a nice old post of mine on hedge funds and survivor bias.  This great white paper shows that CTA’s do indeed add value, but they capture most of it [...]

]]> By: linccampbell http://www.mebanefaber.com/2009/10/02/hedge-fund-cloning-a-fourth-type-of-replicator/comment-page-1/#comment-2987 linccampbell Thu, 08 Oct 2009 03:27:27 +0000 http://www.mebanefaber.com/?p=1779#comment-2987 Great commentary Meb. Great commentary Meb.

]]> By: newrulesofinvesting http://www.mebanefaber.com/2009/10/02/hedge-fund-cloning-a-fourth-type-of-replicator/comment-page-1/#comment-2979 newrulesofinvesting Sun, 04 Oct 2009 15:18:14 +0000 http://www.mebanefaber.com/?p=1779#comment-2979 Agreed with the fact that some of these papers aren't addressing the core issue: should we be cloning hedge funds at all? The EDHEC paper focuses on alternative beta sources as opposed to seeking alpha. Alpha Clone's approach is spot on. That said, this is a work in progress and we're learning (from Meb and team) as we go. Agreed with the fact that some of these papers aren't addressing the core issue: should we be cloning hedge funds at all? The EDHEC paper focuses on alternative beta sources as opposed to seeking alpha. Alpha Clone's approach is spot on. That said, this is a work in progress and we're learning (from Meb and team) as we go.

]]> By: keithpiccirillo http://www.mebanefaber.com/2009/10/02/hedge-fund-cloning-a-fourth-type-of-replicator/comment-page-1/#comment-2978 keithpiccirillo Sat, 03 Oct 2009 22:42:03 +0000 http://www.mebanefaber.com/?p=1779#comment-2978 This is chock with goodies!<br> The factor based conclusion of Lo and his "portable alpha" is disappointing.<br><br><a href="http://www.alphasimplex.com/index.php?p=strategies" rel="nofollow">http://www.alphasimplex.com/index.php?p=strategies</a><br><br>I believe making the successful leap from scholarly endeavours to managing funds has a weak history, of course there are exceptions. This is chock with goodies!
The factor based conclusion of Lo and his “portable alpha” is disappointing.

http://www.alphasimplex.com/index.php?p=strategies

I believe making the successful leap from scholarly endeavours to managing funds has a weak history, of course there are exceptions.

]]> By: marketfolly http://www.mebanefaber.com/2009/10/02/hedge-fund-cloning-a-fourth-type-of-replicator/comment-page-1/#comment-2977 marketfolly Fri, 02 Oct 2009 18:34:02 +0000 http://www.mebanefaber.com/?p=1779#comment-2977 great stuff Meb! great stuff Meb!

]]>