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Hedge Fund Analytix Market Intelligence with Statistics |
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Hedge Fund Analytix Market Intelligence with Statistics |
Managed Futures funds (CTAs) give contrarian market
indications. Click here for
report showing how assert exposures reveal market trends (6 pages PDF).
Hedge funds move markets. With over $1 trillion in assets, hedge fund strategies can drive market trend and sentiment. Focused high-frequency modeling tracks trends and tactics as they unfold.
Carpenter models generate strategy profiles from index returns. A dozen key strategy indexes are assessed for market exposures, correlations, performance and trend. Statistical inference reveals portfolio characteristics in continuous evolution as hedge funds shape and are shaped by the market's behavior. No advice, no signals; just a fresh source of key intelligence for your advice and investment.
Hedge Fund Analytix maps hedge fund strategies in five key dimensions. Click on Contact to order your subscriber password (for full access links at left), or click on "Sample" links at right just to take a look at prior postings.
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Continuous Exposure Paths; Weekly Posting |
| Subscriber Links | Summary Description | Sample Links |
| Exposure Paths |
Continuous time series tracking significant asset class exposures. Time series exposure graphs and summary comparison. |
Line Chart |
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Macro Factors; Monthly Posting |
| Subscriber Links | Summary Description | Sample Links |
| Strategy Factors |
Exposure profiles of market sensitivities in 3 dimensions; by asset class; by industry sector; by global market. |
Bar Graph |
| Correlations |
Strategy diversity aids portfolio diversity. Analytix correlations identify unique strategy covariance components. |
Correlation Matrix |
| Performance |
Returns and volatilities are summarized across strategies directly after month-end. Detailed performance statistics also available on order. |
Data Table |
| Optimizer |
Interactive Optimo model soon available online for your own interactive strategy mix trials. |
User Trials
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Duplicate subscriber links for the five analyses...
