Hedge Funds case studies, worked step by step
- Cases
- 100
- Traced to a firm
- 31
- Topics
- 13
- Hard
- 30
Topic
All topicsCredit, distressed and capital structure7Earnings, models and KPIs8Event-driven and merger arbitrage7Fund economics, NAV and LP decisions8Global macro trades7Long pitches and valuation14Manager evaluation and attribution7Pairs and relative value5Portfolio construction and sizing7Risk limits and drawdowns7Short selling6Systematic research and data11Volatility, options and convertibles6
Showing 1–4 of 4 · filtered from 100Clear filters
- 037Nivaan Homes, a listings platform, has 12,000 rental listings with size, location, age, floor and days on market. Design a model to predict monthly rent: which target, which features, how do you validate it, and which feature is a leakage trap?Two SigmaNew York · 2025
- 047A take-home asks you to regress 500 daily returns on the Selvara signal. You get a slope of 1.8, but three days with returns above 20% drive the fit. After winsorising at the 1st and 99th percentiles the slope is 0.4. Which do you report and why?Balyasny Asset ManagementNew York · 2024
- 062A backtest on Orlin Minerals gives a Sharpe ratio of 2.1. The price file has one duplicated day and one bad print at ten times the true price that reverts the next day. What does cleaning do to the Sharpe, and how would you catch these errors automatically?Squarepoint CapitalLondon · 2026
- 073How would you make money from social media data on Fizzora Beverages? You have three years of daily brand mentions and sentiment, and quarterly sales. Design the signal, the test and the trade, and say how you would know it is not noise.Two SigmaNew York · 2024Two SigmaNew York · 2024
Company names and figures are illustrative.