Eight years ago, we partnered with Eurekahedge to develop a unique hedge fund benchmark. We review live performance of the index and its liquid tracker – MPI Eurekahedge 50 Tracker Index.
replicate fund performance
We use Bridgewater All Weather, one of the largest hedge funds, to illustrate how to quantitative techniques could provide investors with a more dynamic understanding of the potential fund behavior intra-month using only monthly fund data.
Using predictive analytics to reproduce the beta exposures of the largest hedge fund