How to tell if a HF manager generates alpha?
Other than the basic equation for alpha (Rh-Rf)- B(Rp-Rf), is there any other way?
Other than the basic equation for alpha (Rh-Rf)- B(Rp-Rf), is there any other way?
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What. The. Fuck?
Sorry was this an absurd q?
God is the only hedge fund manager that can calculate Alpha because he is Omega thus only Goldman Sachs know how to calculate Alpha because they do his work.
So I take it that caculating alpha is impossible
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