And this year's congress will be even bigger
Snapshot of the key topics to be discussed and debated:
- Defining alternative beta and alternative alpha
- Which hedge fund strategies can be replicated, and how?
- Factor-modeling (regression) approaches to replication
- Systematic trading (algorithmic) approaches to replication
- Constructing a portfolio of alternative beta risk premium
- The implications for manager benchmarking and selection
- Pure alpha: the ultimate alpha/beta separation
- Using replication technologies in portfolio construction
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The impact of HF replication technologies
Apart from the new products entering the marketplace, how will the investment industry be impacted by a greater understanding of alternative beta and hedge fund replication technologies?
INSTITUTIONAL INVESTORSA new set of “alternative beta” factors provide investors with a new range of “asset classes.” This provides an opportunity for investors to adjust asset allocations, diversify, and move to a higher return plane on the efficient frontier, gaining benefits which until recently have been the preserve of hedge funds.
HEDGE FUNDSHedge fund selection will become more sophisticated, as investors and consultants analyse whether past returns are attributable to alternative beta, or “true” alpha. Marketing of hedge funds, and hedge fund performance attribution, will become more sophisticated.
FUNDS OF HEDGE FUNDSHedge fund replication technology provides new tools for asset allocators and risk managers to incorporate into their processes. Emerging new tracker products will offer more sophisticated derivatives for hedging, or for increasing exposure to specific factors/strategies.
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