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
- 012A card-spending panel covers about 3% of Kalyra Mart's sales. Panel spending is up 14% this quarter, and the panel skews to younger urban shoppers. How do you turn the panel into a revenue estimate, and what biases do you correct for?Quant and systematic funds
- 024The Morlen momentum strategy was tuned over 200 combinations of look-back and holding period. The best has a backtest Sharpe ratio of 1.8 over five years. How much of that should you believe, and what test would you run before allocating?Quant and systematic funds
- 087Open-ended: would monsoon rainfall help predict quarterly sales for Bhumora Agro and four other farm-input makers? You have 15 years of district rainfall and quarterly sales. How would you build and test the signal, and how many independent observations do you really have?Quant and systematic funds
- 097The Qadira value backtest uses book value from annual reports dated to the fiscal year-end, although reports appear about 60 days later. The backtest earns 11% a year. What bias is this, how does it inflate returns, and how do you fix it?Quant and systematic funds
Company names and figures are illustrative.