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 1–2 of 2 · filtered from 100Clear filters
- 046Trevon Capital runs a long-short book at 400% gross on Rs 100 crore of equity, with a prime broker requiring equity of at least 25% of gross. Longs and shorts are equal. How far can longs fall with shorts flat before a margin call, and what happens if longs fall while shorts rise?Multi-manager platforms
- 096Birkan Capital's book is 20% net long Indian banks and 10% net short IT services. Run a stress scenario in which the rupee falls 8% and rates rise 100 basis points, using bank sensitivities of minus 1.5% per 10 basis points and IT sensitivities of plus 0.8% per 1% rupee fall. What does the book lose and which hedge helps most?Multi-manager platforms
Company names and figures are illustrative.