hedge fund analysis - Presentations

This presentation was given to fund managers at First Rand Alternative Investment Management (FRAIM) in September 2009. It is an overview of data mining and analysis using information and time series reported to the Trading and Sales Support (TASS) database. Some of the techniques and recommendations would apply to time series analysis in general.

A presentation on time series analysis following an example of research into hedge fund investments. The speech was given at the annual EDAMBA summer research academy from 23^rd to 29^th July 2009 in Soréze (France). It also includes approaches to hedge fund pricing. The presentation is available as short and long version.

The above presentation is a progress report on a PhD research project into hedge funds. It was presented to the commitee at the University of Stellenbosch Business School on 20^th November 2009. It includes some preliminary empirical findings as well as relevant online sources.

This presentation was initially created for internal purposes at HSH Nordbank AG (Germany). It includes an extensive introduction to hedge funds and common descriptive statistics used in hedge fund analysis. Currently, the presentation is available in German only. Linked-in Excel tables may be provided on request.

This presentation was held at USB in December 2006 in preparation for a Master thesis. The corresponding thesis abstract to the above presentation may be found in the research section.

This overview, whilst not exhaustive, covers some of the basic test statistic and parameters used in data analysis. The framework corresponds roughly to the VBA templates Data Analysis and Data Analysis Plus in Excel.