Hi friends, I'm a newbie both here and professionally, so apologies if the questions are not very advanced,
I'm curious about the long short equity hedge funds, either muti manager or single manager,
Thinking about a pod model case for example, what are the typical returns that teams achieve *before leverage*, is it significantly different between fundamental vs quant?
Are fundamental teams allowed more drawdown limits? My impression is that quants are highly diversified and tightly risk managed, is this true compared to fundamental? What are typical dd limits for fundamental vs quant? Same question for Sharpe, can fundamental pods achieve any meaningful Sharpe if they have concentrated portfolios?
Similarly, are constrains typically looser for fundamental pods compared to quants for similar reasons?
Bump
Voluptate vero sint qui asperiores. Nulla voluptatem est ipsam amet cum in. Illum id odio quasi delectus esse. Ipsum rerum error dolores ab esse. Corrupti eaque quis sequi perferendis quasi.
Dicta amet ducimus debitis quis. Porro magni recusandae eos debitis. Voluptatum sunt quo at qui maxime aut. Ut ducimus beatae possimus quasi quasi quia. In totam saepe itaque. Quia voluptas sapiente fuga eos deserunt.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...