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Market-Neutral: A Case for a New Strategy

12/30/24
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Analytics
The Role Of Diversity In A Better Future
Portfolio Strategy
The Role Of Diversity In A Better Future
Alpha Theory, Alpha Theory blog, Cameron Hight, Genetic Algorithm, diversity, optimization
Dec 8, 2011
The Cup Is Half Full – Kahneman Style
External Articles
The Cup Is Half Full – Kahneman Style
Alpha Theory, Alpha Theory blog, Cameron Hight, Kahneman, Bloomberg, optimistic bias, downside
Nov 4, 2011
Capitalizing On The Random Walk
Portfolio Strategy
Capitalizing On The Random Walk
Alpha Theory, Alpha Theory blog, Cameron Hight, Tiburon Capital, random walk
Oct 10, 2011
Multiple’s Personality Disorder
Portfolio Strategy
Multiple’s Personality Disorder
Alpha Theory, Alpha Theory blog, Cameron Hight, Price-to-Earnings, multiples, discounted cash flow analysis
Sep 20, 2011
Reaganomics: What We Learned
External Articles
Portfolio Strategy
Reaganomics: What We Learned
Alpha Theory, Alpha Theory blog, Dr. Arthur Laffer, Ronald Reagan, Reaganomics, Wall Street Journal
Sep 20, 2011
SuperFreakonomics On The Macro Economy
External Articles
SuperFreakonomics On The Macro Economy
Alpha Theory, Alpha Theory blog, Cameron Hight, SuperFreakonomics, macroeconomics, Steven Levitt
Aug 18, 2011
Modern Portfolio Theory Stacked The Deck
External Articles
Portfolio Strategy
Risk Management
Modern Portfolio Theory Stacked The Deck
Alpha Theory, Alpha Theory blog, Cameron Hight, Modern Portfolio Theory, portfolio management, stock-picking, diversification
Jul 19, 2011
Debunking Dividend Dogma
External Articles
Debunking Dividend Dogma
Alpha Theory, Alpha Theory blog, dogma, dividends,
Jun 22, 2011
The Marshmallow Experiment
Portfolio Strategy
The Marshmallow Experiment
Alpha Theory, Alpha Theory blog, Cameron Hight, Marshmallow Experiment, delayed gratification, Dr. Walter Mischel
May 24, 2011
Understanding Dividends - Michael Mouboussin Edition
External Articles
Understanding Dividends - Michael Mouboussin Edition
Alpha Theory, Alpha Theory blog, Michael Mouboussin, dividends, capital accumulation
Apr 12, 2011
Will We Ever Learn? The Scary Similarities Of The Subprime Mortgage And Junk Bond Crises
External Articles
Will We Ever Learn? The Scary Similarities Of The Subprime Mortgage And Junk Bond Crises
Alpha Theory, Alpha Theory blog, Cameron Hight, Subprime Mortgage, Junk Bond, Sorkin, Klarman
Mar 15, 2011
Nice Surprises – The View From The Blue Ridge
External Articles
Nice Surprises – The View From The Blue Ridge
Alpha Theory, Alpha Theory blog, Cameron Hight, Warren Buffet, diversification, Berkshire-Hathaway, Broyhill Affinity Fund
Feb 1, 2011
Why Hedge Funds Benefit From The Asymmetry Of Returns
Portfolio Strategy
Why Hedge Funds Benefit From The Asymmetry Of Returns
Alpha Theory, Alpha Theory blog, Cameron Hight, hedge funds, asymmetry, upside, downside, capture
Jan 20, 2011
Which Way Is Up? Why Six Of One Is Not Always Worth A Half Dozen Of Another.
Portfolio Strategy
Which Way Is Up? Why Six Of One Is Not Always Worth A Half Dozen Of Another.
Alpha Theory, Alpha Theory blog, Cameron Hight, downside, compounding portfolios, empirical proof
Dec 28, 2010
Untangling Skill And Luck – Mauboussin
External Articles
Portfolio Strategy
Untangling Skill And Luck – Mauboussin
Alpha Theory, Alpha Theory blog, Cameron Hight, Michael Mauboussin, Untangling Skill and Luck, portfolio management
Nov 16, 2010
Correlation And Macro Investing
Portfolio Strategy
Correlation And Macro Investing
Alpha Theory, Alpha Theory blog, Cameron Hight, Michael Mauboussin, Untangling Skill and Luck, Correlation Index
Oct 16, 2010
Institutional Investor | 8 Mistakes Series – Final Installment Released Today
External Articles
Institutional Investor
Portfolio Optimization
Institutional Investor | 8 Mistakes Series – Final Installment Released Today
Alpha Theory, Alpha Theory blog, Cameron Hight, Institutional Investor, 8 Mistakes, position sizing
Sep 13, 2010
The Inefficient Market Theory
Portfolio Strategy
The Inefficient Market Theory
Alpha Theory, Alpha Theory blog, Cameron Hight, fundamental investor, mispriced
Sep 13, 2010
Institutional Investor Article Series: 8 Mistakes Money Managers Make
External Articles
Institutional Investor
Portfolio Optimization
Institutional Investor Article Series: 8 Mistakes Money Managers Make
Alpha Theory, Alpha Theory blog, Cameron Hight, Institutional Investor, 8 Mistakes, position sizing
Sep 2, 2010
Understanding Kelly For Portfolio Management
Portfolio Strategy
Understanding Kelly For Portfolio Management
Alpha Theory, Alpha Theory blog, Cameron Hight, Kelly Formula, Fortune's Formula, Portfolio Management
Aug 19, 2010
Probably Is Not A Probability
External Articles
Portfolio Strategy
Probably Is Not A Probability
Alpha Theory, Alpha Theory blog, probability, probability expression
Aug 4, 2010
Dividend Policy Article With Dr. Laffer
Arthur Laffer
External Articles
Dividend Policy Article With Dr. Laffer
Alpha Theory, Alpha Theory blog, Cameron Hight, Arthur Laffer, dividends, dividend policy
Jul 19, 2010
Hurdles Of Homegrown - Is Excel A Real Option?
Portfolio Strategy
Hurdles Of Homegrown - Is Excel A Real Option?
Alpha Theory, Alpha Theory blog, Cameron Hight, Microsoft Excel, fund management
Jul 6, 2010
The Investor’s Serenity Prayer
Portfolio Strategy
The Investor’s Serenity Prayer
Alpha Theory, Alpha Theory blog, Cameron Hight, random variable, Michael Mauboussin
Jun 17, 2010
Assumptions On Assumptions – A Good Guess Is Not Enough
Portfolio Strategy
Assumptions On Assumptions – A Good Guess Is Not Enough
Alpha Theory, Alpha Theory blog, Cameron Hight, assumptions, probability
Jun 1, 2010
The Random Walk Spoiled
External Articles
The Random Walk Spoiled
Alpha Theory, Alpha Theory blog, Cameron Hight, Manish Malhotra, Advisor Perspective, random walk
May 11, 2010
Tiburon Tenets (Part 2): Position Size Is Based On Probability Adjusted Risk/Reward
Portfolio Strategy
Tiburon Tenets (Part 2): Position Size Is Based On Probability Adjusted Risk/Reward
Alpha Theory, Alpha Theory blog, Cameron Hight, Peter Lupoff, Tiburon Capital, risk, reward
Apr 23, 2010
Tiburon Tenets (Part 1): Capitalizing On The Random Walk
Portfolio Strategy
Tiburon Tenets (Part 1): Capitalizing On The Random Walk
Alpha Theory, Alpha Theory blog, Cameron Hight, Peter Lupoff, Tiburon Capital, random walk, Good Stock Paradox
Apr 20, 2010
Fundamental Vs. Traditional Risk Management
Portfolio Strategy
Portfolio Optimization
Fundamental Vs. Traditional Risk Management
Alpha Theory, Alpha Theory blog, Cameron Hight, risk management
Mar 25, 2010
The Beauty Of Robyn Dawes - Proof That Intuition Is No Match For A Simple Model
External Articles
Portfolio Strategy
The Beauty Of Robyn Dawes - Proof That Intuition Is No Match For A Simple Model
Alpha Theory, Alpha Theory blog, Cameron Hight, Robyn Dawes, position sizing, decision maing, portfolio management
Mar 12, 2010
5 Ways Analysts Benefit From Alpha Theory
Portfolio Strategy
5 Ways Analysts Benefit From Alpha Theory
Alpha Theory, Alpha Theory blog, Cameron Hight, analyst
Feb 25, 2010
"Think Twice" - Mauboussin's New Book
External Articles
Portfolio Strategy
"Think Twice" - Mauboussin's New Book
Alpha Theory, Alpha Theory blog, Michael Mauboussin, Think Twice, decision making
Jan 19, 2010
To Price Target Or Not To Price Target…That Is The Question
Portfolio Optimization
To Price Target Or Not To Price Target…That Is The Question
Alpha Theory, Alpha Theory blog, Cameron Hight, price targets, cognitive bias
Jan 6, 2010
EMPIRICAL EVIDENCE: YOU MUST USE PROBABILITY-WEIGHTED RETURN TO SIZE POSITIONS
Portfolio Strategy
EMPIRICAL EVIDENCE: YOU MUST USE PROBABILITY-WEIGHTED RETURN TO SIZE POSITIONS
Alpha Theory, Alpha Theory blog, probability-weighted return, position sizing, Monte Carlo
Dec 14, 2009
INSTITUTIONAL INVESTOR ARTICLE: THE PROBLEM WITH DIVIDENDS
Institutional Investor
INSTITUTIONAL INVESTOR ARTICLE: THE PROBLEM WITH DIVIDENDS
Alpha Theory, Alpha Theory blog, Cameron Hight, Institutional Investor, dividends
Dec 4, 2009
Think Like Warren Buffett: "The Warren Buffet Portfolio"
External Articles
Think Like Warren Buffett: "The Warren Buffet Portfolio"
Alpha Theory, Alpha Theory blog, Warren Buffet, investment tenets
Nov 17, 2009
Knowing The Financial Spread - Investor Lessons From WhatIfSports.Com
Portfolio Strategy
Portfolio Optimization
Knowing The Financial Spread - Investor Lessons From WhatIfSports.Com
Alpha Theory, Alpha Theory blog, Cameron Hight, WhatIf Sports, sports analysis
Oct 30, 2009
The Probabilistic Theory Of Relativity
Portfolio Strategy
The Probabilistic Theory Of Relativity
Alpha Theory, Alpha Theory blog, Cameron Hight, Theory of Relativity, probability
Oct 27, 2009
The Probability Problem
Risk Management
The Probability Problem
Alpha Theory, Alpha Theory blog, Cameron Hight, risk-adjusted return, analysis confidence rating
Oct 7, 2009
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