By C. Taylor
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Extra info for A Non-Mathematical Introduction to X-Ray Crystallography [short article]
Momentum or direction—where managers have a macro view of the probable direction of prices in a market. • Event-driven—trades instigated based on an event, such as a war, a supply disruption, or a merger. In the 1990s, “global macro” funds gained in prominence, mainly using event-driven strategies. Several prominent funds made their reputations in merger arbitrage. This is only one way to categorize strategies; you will encounter others. Because the industry is relatively young and innovation is so continuous, no taxonomy will last long.
In addition, because the profits per transaction for many of these trades will be quite small proportionally, many hedge funds borrow extensively to “leverage” their investment. ”) So a “130/30” equity strategy, for example, has gone long with 130 percent of available capital (by borrowing 30 percent over and above 100 percent equity capital), and has shorted 30 percent of the portfolio as a hedge. Many of these distinctions will be elaborated in later chapters. Because the investing industry is so densely populated and so heavily compensated (as discussed later), there is intense competition to identify opportunities for likely profit.
Those with such training will find it worth a scan to refresh your recollection. • Part II (Investing Fundamentals) outlines how to “optimize” a collection of investments—a portfolio—to maximize the ratio of return to risk within any constraints imposed by your situation. • Parts I and II together constitute the financial background that computer scientists will need to program trading systems. Part III constitutes the core techniques of interest to programmers. • Part III (Market Simulation and Portfolio Construction) describes the heart of most “quant” (quantitative) hedge funds’ strategies—testing proposed trading rules based on historical market experience.