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Guidance to a Goldman Sachs alumnus Hedge Fund with $400 Billion-$500 Billion AUM : Alpha Trading Strategies Analysis, Maximizing Alpha for Hedge Funds, and, High Frequency Econometrics for Analyzing Price Impact of Trades, Liquidity, and, Market Microstructure

Malhotra, Yogesh - 2019

The current report resulted from an engagement with a Goldman Sachs alumnus Hedge Fund with $400 Billion-$500 Billion AUM at the time of the engagement. Given the overriding roles of Liquidity and Volatility in the structural Market Microstructure shifts impacting Alpha of Hedge Fund Portfolios...

Persistent link: https://www.econbiz.de/10012896161

Global Finance Liquidity Risk Revisited : Development of a Framework for Liquidity Assessment in Portfolio Construction Process: Presentations to the JP Morgan Global Head of Quant Research & Analytics and Us Head of Portfolio Construction Teams

Malhotra, Yogesh - 2022

GLOBAL FINANCE LIQUIDITY RISK REVISITED: Development of A Framework for Liquidity Assessment in Portfolio Construction Process: Presentations to the JP Morgan Global Head of Quant Research & Analytics and US Head of Portfolio Construction Teams:Presentations To: JP Morgan Global Head of Quant...

Persistent link: https://www.econbiz.de/10013403261

Global Finance Liquidity Risk Revisited : JP Morgan Alternative Assets Portfolio Liquidity Assessment Framework & Models: $500 Billion Fund of Funds: 17 Asset Classes

Malhotra, Yogesh - 2022

GLOBAL FINANCE LIQUIDITY RISK REVISITED: JP Morgan Alternative Assets Portfolio Liquidity Assessment Framework & Models: $500 Billion Fund of Funds: 17 Asset ClassesPresentations atJP Morgan World HQ, 270 Park Ave, Manhattan, NY, USAToJP Morgan Global Head of Quant Research & Analytics, JP...

Persistent link: https://www.econbiz.de/10013405318