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"Darbyshire, Paul"
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Hedge fund modelling and analysis using MATLABھ
\"The second book in Darbyshire and Hampton's Hedge Fund Modelling and Analysis series, Hedge Fund Modelling and Analysis Using MATLAB(r) takes advantage of the huge library of built-in functions and suite of financial and analytic packages available to MATLAB(r). This allows for a more detailed analysis of some of the more computationally intensive and advanced topics, such as hedge fund classification, performance measurement and mean-variance optimisation. Darbyshire and Hampton's first book in the series, Hedge Fund Modelling and Analysis Using Excel & and VBA, is seen as a valuable supplementary text to this book.Starting with an overview of the hedge fund industry the book then looks at a variety of commercially available hedge fund data sources. After covering key statistical techniques and methods, the book discusses mean-variance optimisation, hedge fund classification and performance with an emphasis on risk-adjusted return metrics. Finally, common hedge fund market risk management techniques, such as traditional Value-at-Risk methods, modified extensions and expected shortfall are covered.The book's dedicated website, www.darbyshirehampton.com provides free downloads of all the data and MATLAB(r) source code, as well as other useful resources.Hedge Fund Modelling and Analysis Using MATLAB(r) serves as a definitive introductory guide to hedge fund modelling and analysis and will provide investors, industry practitioners and students alike with a useful range of tools and techniques for analysing and estimating alpha and beta sources of return, performing manager ranking and market risk management\"-- Provided by publisher.
Book
Hedge fund modelling and analysis using MATLAB
The second book in Darbyshire and Hampton's Hedge Fund Modelling and Analysis series, Hedge Fund Modelling and Analysis Using MATLAB® takes advantage of the huge library of built-in functions and suite of financial and analytic packages available to MATLAB®. This allows for a more detailed analysis of some of the more computationally intensive and advanced topics, such as hedge fund classification, performance measurement and mean-variance optimisation. Darbyshire and Hampton's first book in the series, Hedge Fund Modelling and Analysis Using Excel & and VBA, is seen as a valuable supplementary text to this book.
Starting with an overview of the hedge fund industry the book then looks at a variety of commercially available hedge fund data sources. After covering key statistical techniques and methods, the book discusses mean-variance optimisation, hedge fund classification and performance with an emphasis on risk-adjusted return metrics. Finally, common hedge fund market risk management techniques, such as traditional Value-at-Risk methods, modified extensions and expected shortfall are covered.
The book's dedicated website, www.darbyshirehampton.com provides free downloads of allthe data and MATLAB® source code, as well as other useful resources.
Hedge Fund Modelling and Analysis Using MATLAB® serves as a definitive introductory guide to hedge fund modelling and analysis and willprovide investors, industry practitioners and students alike witha usefulrange of tools and techniques for analysing and estimating alpha and beta sources of return, performing manager ranking and market risk management.
eBook
Hedge fund modelling and analysis using Excel and VBA
\"This book will serve as a complete course in Hedge Fund Modeling and Analysis and will arm Hedge Funds with the full range of tools they need to manage their risks and capitalize on the return profiles of their investment styles\"--
eBook
Hedge fund modelling and analysis using MATLABª
The second book in Darbyshire and Hampton's Hedge Fund Modelling and Analysis series, Hedge Fund Modelling and Analysis Using MATLAB® takes advantage of the huge library of built-in functions and suite of financial and analytic packages available to MATLAB®. This allows for a more detailed analysis of some of the more computationally intensive and advanced topics, such as hedge fund classification, performance measurement and mean-variance optimisation. Darbyshire and Hampton's first book in the series, Hedge Fund Modelling and Analysis Using Excel and VBA, is seen as a valuable supplementary text to this book. Starting with an overview of the hedge fund industry the book then looks at a variety of commercially available hedge fund data sources. After covering key statistical techniques and methods, the book discusses mean-variance optimisation, hedge fund classification and performance with an emphasis on risk-adjusted return metrics. Finally, common hedge fund market risk management techniques, such as traditional Value-at-Risk methods, modified extensions and expected shortfall are covered. The book's dedicated website, www.darbyshirehampton.com provides free downloads of all the data and MATLAB® source code, as well as other useful resources. Hedge Fund Modelling and Analysis Using MATLAB® serves as a definitive introductory guide to hedge fund modelling and analysis and will provide investors, industry practitioners and students alike with a useful range of tools and techniques for analysing and estimating alpha and beta sources of return, performing manager ranking and market risk management.
eBook
Hedge Fund Analysis and Modelling Using C++ and Website
\"The hedge fund sector has grown far beyond popular trading strategies like 'Global Macro', 'Short Selling' or 'Arbitrage' in recent decades. With the establishment of increasingly complex, quantitative trading strategies and the popularity of the fund-of-funds structure, this book addresses the need for exploring the field of 'hedge fund modeling'. The fact that both authors have substantial experience within the hedge fund industry, as practitioners, manifests itself through their superb selection of topics, ranging from performance measurement tools to essential risk management considerations. Each concept is discussed both at the theoretical or empirical levels, and concise MATLAB applications are also supplied. I highly recommend this book to anyone who attempts to take a serious look at the world of alternative investments in the 21st century. This text goes beyond standard literature, developing new solutions to the challenges that both fund managers and investors face in today's turbulent environment. -Djamal Marcel Adib, Chief Investment Officer, FRACTILEX Capital Management Ltd./Chief Executive Officer, KLIPPA Investments Ltd.
Book
Hedge fund modelling and analysis using Excel and VBA
This book will serve as a complete course in Hedge Fund Modeling and Analysis and will arm Hedge Funds with the full range of tools they need to manage their risks and capitalize on the return profiles of their investment styles.
Book
Hedge fund modelling and analysis using Excel and VBA
\"This book will serve as a complete course in Hedge Fund Modeling and Analysis and will arm Hedge Funds with the full range of tools they need to manage their risks and capitalize on the return profiles of their investment styles\"--
Book
Adding Value to SMEs in the Courier Industry by Adopting a Web-Based Service Delivery Model
The aim of this research is to design a framework for a Web system that is intended for linking small and medium transport companies with their customers. The unique aspects of the framework are two-fold. The framework utilizes Web services, which means that it can be applied to existing software and hardware environments. This reduces the need for specialized integration and development, the cost of which becomes a further barrier to SMEs in adding value to customers through existing systems. The framework is additionally designed to link both communities of SMEs and customers in a fledgling digital ecosystem arrangement. Such arrangements offer inherent added value to both types of participants.
Journal Article
Hedge fund modelling and analysis using MATLAB
The only guide available to the quantitative analysis of hedge fund risks and returns using C++ If they hope to survive and thrive in today's rocky financial landscape, hedge funds can no longer ignore their risk/return profiles. Written for fund managers and analysts, as well as asset managers and both institutional and individual investors, this book outlines a practical, case-driven approach to measuring the risk/return profiles of hedge funds using the latest modelling techniques. The authors provide many real-world examples and exercises, while exploring potential pitfalls associated with hedge fund analysis and modelling hedge funds in C++. Written for non-techies, the book provides a brief, accessible introduction to object-oriented programming, along with step-by-step guidance on the basics of quantitative modelling in C++.-Covers all the major data vendors, exploring their information sources and the limitations and pitfalls that must be taken into consideration when interpreting and using such data -Explains how to manipulate data stored in a database management system using various programming protocols -Describes how to use stored data to build quantitative hedge fund strategies and algorithmic trading systems -Shows how to interface C++ and Excel and exploit Excel functionalities in both C++ algorithm development and GUI design -The Companion Website features all the source code, working examples and exercises contained in the book
Book