Tag: multi-strategy
Concepts
- Allocating on Short, Noisy Track Records
- Allocating to Capacity, Not Just Sharpe
- Crowding Between Your Own Books
- Defining Sleeves in a Multi-Strategy Book
- Diversifying Across Holding Horizons
- Equal Risk Allocation Across Sleeves
- Estimating Correlations Between Strategies
- Hidden Common Factor Exposure Across Sleeves
- Internal Crossing and Transfer Pricing
- Kelly Allocation Across Strategies
- Margin Efficiency Across a Multi-Strategy Book
- Multi-Strategy Capital Allocation
- Netting Offsetting Positions Across Books
- Pod Shops and How They Allocate Risk
- Pod Stop-Outs and De-Risking Cascades
- Reallocating Based on Recent Performance
- Selecting Strategies and Managers
- Why Strategy Correlations Blow Out in Stress
- Strategy Diversification and Alpha Correlation
- The Central Risk Book
- The Multi-Strategy Platform Model