23 pgs, 20 hedge strategies and indexes, probabilities on risk and return, color matrices
(revised front page VaR measures) Pj de Marigny is PM, DITMo Strategies and GARP SoCal DirectorDITMo Hedge Strategy Monthly Feb12-Issue7 (Rev)

Tags: aqr, Barclays, Barometers, bridgewater, citadel, CogentHedge, credit suisse, DITMo, Dow Jones, Edhec, Eureka Hedge, FTSE, HedgeCo, hedgefund, hedgegate, hennessee, hfr, Lipper, lyxor, mondohedge, Morningstar, rbc, renaissance, skybridge, tass, ucit

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Pj de Marigny, PM DITMo Strategies; Director, GARP SoCal
23 pages on 20 Hedge and Index Strategies with Attributions, Probabilities and Rankings over 10 YearsDITMo Hedge Strategy Monthly Feb12-Issue7

Tags: aqr, Barclays, Barometers, bridgewater, citadel, CogentHedge, credit suisse, DITMo, Dow Jones, Edhec, Eureka Hedge, FTSE, HedgeCo, hedgefund, hedgegate, hennessee, hfr, Lipper, lyxor, mondohedge, Morningstar, rbc, renaissance, skybridge, tass, ucits

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Newly Revised 20 Strategy and Index Report with VaR, Drawdown and Sharpe Rankings, Probabilities on Risk and Return, Attribution Breakdown, 20 pages by Pj de Marigny, Director, GARP SoCalDITMo Hedge Strategy Monthly Jan12-Issue6

Tags: aqr, Barclays, Barometers, bridgewater, citadel, CogentHedge, credit suisse, DITMo, Dow Jones, Edhec, Eureka Hedge, FTSE, HedgeCo, hedgefund, hedgegate, hennessee, hfr, Lipper, lyxor, mondohedge, Morningstar, rbc, renaissance, skybridge, tass, ucits

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JEFFERSON REVOLUTION! Vote RON PAUL
JEFFERSON LIBERTY! Vote RON PAUL
JEFFERSON SLAVERY: Vote OBAMA
GREATER THAN JEFFERSON: Vote OBAMA
JEFFERSON UNDERWEAR: Vote ROMNEY
ANOTHER CONSTITUTION OF JEFFERSON: Vote ROMNEY
JEFFERSON BIOGRAPHY: Vote NEWT
JEFFERSON CONSULTING: Vote NEWT
JEFFERSON PHILANDERER: Vote BACHMANN
JEFFERSON ISN’T CONSERVATIVE: Vote BACHMANN
I LIKE JEFFERSON TOO: Vote SANTORUM
I WILL CHANGE MY NAME TO JEFFERSON; Vote SANTORUM
I READ NEWT’s JEFFERSON BIOGRAPHY: Vote PERRY
DID JEFFERSON PLAY FOOTBALL?: Vote PERRY

KILL THE MONSTER! Vote RON PAUL
FEED THE MONSTER! Vote OBAMA
CONVERT THE MONSTER! Vote ROMNEY
NEGOTIATE WITH THE MONSTER! Vote NEWT
OUTLAW MONSTERS! Vote BACHMANN
I HATE MONSTERS, TOO! Vote SANTORUM
WE EXECUTE MONSTERS IN TEXAS! Vote PERRY

Tags: deMarigny DITMo President RONPAUL Santorum Bachmann Obama Paul Perry Romney Newt Gingrich Mitt

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GARP SoCal Director, Pj de Marigny, PM DITMo Strategies: 20pgs, 20 Hedge Strategies and Indexes with Atrributions, Probabilities of Risk and Return for 10,5, 3, 1 Yr periods, Ranking Color-coded Matrices, Risk/Return Graphs and Commentary.DITMo Hedge Strategy Monthly Dec11-Issue5 (PRINTABLE Version)

Tags: Lipper Tass Reuters HedgeWorld HedgeCo demarigny de marigny DITMo Skybridge HFA GARP CIMA imca CFA family office advisor barclay barometers cogenthedge dow jones hedge fund indexes edhec eurekahedge f

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GARP SoCal Director, DITMo Strategies PM, Renovatio Asset Management Alternatives Risk Manager: “Deep-In-The-Money Hedge Strategy Report” November 2011, Issue #4 Revised Version.  Probabilities on Return and Risk over 10, 5, 3, 1 Year with Color Pullout Rankings Matrices and unique metrics.  Free Download.DITMo Hedge Strategy Monthly Nov11-Issue4

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Pull-out Color Return Matrices for a Pitchbook, 12-page Hedge Strategies Report with Unique Return and Risk Probabilities, 18 Strategies, 10 Years of Data, New “Universe Batting Average” and “Summary” just released October 2011, Issue#3 “DITMo Hedge Strategy Monthly” Oct11-Issue3

Tags: angelo, apaloosa, aqr, avenue, barclay, baupost, Bloomberg, davidson, demarigny, DITMo, elliott, esl, eureka, farallon, hedge fund, HedgeCo, hfri, highbridge, king, landsdowne, man, moore, october, renaissance, reuters, shaw, skybridge, tass, winton

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Pj de Marigny, DITMo Strategies
Director, GARP, S. California Chapter

Two GARP Conferences (One past, one present):
Go to www.GARP.com (Free membership for all Powerpoint Presentations of Worldwide Chapters)

GARP S. California will be hosting an invitation only conference in Los Angeles sponsored by IBM. Chief Risk Officers of major financial institutions.
Date: 29November2011
Time: 7:30am – 10:30am
Place: Los Angeles Area Hotel

GARP Meeting: Newport Beach, CA
Conference – A Risk-Driven Paradigm for Cash Management

Location Pelican Hill Resort, Newport Coast, CA – Pacific Room
Dates 26 May 2011
Organizer
Contact Trevor M. Saliba (Director, Los Angeles / OC Chapter)
tel.: 3107798500
americade@aol.com
201.719.7210 Nina Lopa, GARP
Cost Free (must Register at GARP.com)
Newport Beach, California Chapter Meeting A Risk-Driven Paradigm for Cash Management Date Thursday, May 26, 2011
Time 5:30PM – Registration 6:00PM – Introduction 6:15PM

Featured Presentation sponsored by Renovatio Asset Management 6:45PM – Q & A 7:00PM – Networking / Reception 8:00PM – Meeting Concludes -

Location Pelican Hill Country Club, Pacific Terrace A 22701 Pelican Hill Road South, Newport Coast, California 92657

Topic A Risk-Driven Paradigm for Cash Management

Speaker Pj de Marigny, FRM, Head of Portfolio and Risk Management Alternative Strategies, Renovatio Asset Management and GARP co-Director, Newport Beach, California Chapter

Synopsis Cash management investment policies may include risk-driven constraints allowing alternative strategies. Pension and endowment liability-driven policies, treasury excess cash and capital budgeting projects and fund of fund redemption vehicles share a common framework for decision-making.

Registration Fee Free. Click here to register.* *Photographs may be taken at GARP Chapter meetings and featured in the photo gallery section of our website. By registering and attending a GARP Chapter meeting, you agree to our photography policy, and understand that your photo may be included in the photo gallery. Please click here to review our photography policy. If you do not agree to this policy please email chapters@garp.com immediately. You must be a member of GARP in order to register. Click here to join our organization free of charge. For more information, please contact GARP co-Directors, Newport Beach, California Chapter: Pj de Marigny, FRM | americade@aol.com Trevor M. Saliba | Managing Director and Chief Executive Officer, NMS Capital Group, LLC – trevor.saliba@nmscapital.com

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Presented by: Pj de Marigny / DITMo Strategies

Tags: ibm cro garp enhanced cash hedge fund hfa conferences orange county

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100th Monkey Phenomenon: A Monkey or a Black Swan?
Pj de Marigny, DITMo Strategies
Director, GARP, S. California Chapter
23Oct2008, Newport Beach, CA. In the Ken Keyes, Jr book “Hundredth Monkey” (http://www.amazon.com/Hundredth-Monkey-Ken-Keyes-Jr/dp/094202401X)there exists a theory that ‘thoughts, views, and concerns are transmitted mind to mind.’

This Hundredth Monkey phenomenon may be used to predict trends in consumer products and is an influence for predicting randomness.

There are those of us (deMarigny is a Hedge Fund Strategist Portfolio Manager / DITMo / americade.com) who believe that the 100th Monkey may predict random events such as the present meltdown (see “demarigny” or “DITMo” on village.albourne.com search term for predictions of unavoidable meltdown late summer 2007). On the side, I even wrote a rock music song (AMERICADE.com / 1995)titled, “100th Monkey Phenomenon.”

However, there is something more basic to the Hundredth Monkey Phenomenon. I believe that when 51% of the thoughts and activities become dishonest, the system fails. Though this view is not widely accepted, I believe this is the cause of the Great Depression. Others try to rationalize after the fact the reason for an outlier event, but the causality was present previous – so why does an event happen when it happens?

The reason is that when 51% of thoughts and activities become dishonest an outlier event of randomness becomes certainty. Sometimes the system is to blame – a bad design. Government and Legislative bodies engaging in social engineering cause adverse impacts at the expense of the system; and there are those who will exploit it. This creates a fertile environment for dishonesty, and when 51% of the activities and thoughts become dishonest (the point where good faith or destructive activities begin) the system melts down. Fortunately, capitalism affords a self-correcting system so that dying leaves in the form of mulch recreates a fertile system (until the next cycle).

This cycle may be viewed as far back as the evil Israel Kingdom of Ahab/Jezebel (OMRI) in which wealth was greatest until 51% tilted to injustice, leading to reform by subsequent kings but ultimately resulted in Assyrian capitivity. The same fate is before the United States in that if the system disappears there will be nothing left to correct or reform. I believe the system will recover but if we were to truly reform the system to an imposed honesty, we would overturn the Federal Reserve Act in favor of a world central bank that controls central banks through a non-governmental body of non-market participant experts in financial risk.

The Hundredth Monkey Phenomenon will change the meltdown into stability in 2009 but by 2011 (see demarigny article on village.albourne.com “Financial Collapse and Creation of the World Currency Unit 2011″) there will be a universal currency that requires a world tax for legal tender. It is said that fear of punishment is the only true form of crime prevention, but the rules on white collar crime provide no clarity – violation is not clear and derived after abuse rather than providing avoidance by clarity. A world organization of financial expert non-market participants is needed, not government regulators, not more criminal proesecution. The system needs change. *.*

Tags: 100th Hundredth monkey black swan randomness ditmo trend fed

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DITMoHedgeStrategyMonthly Sept11-Issue2 by Renovatio Asset Mgt

Tags: probabilities ditmo hedge fund hfa garp ldi alpha risk wealth skybridge highbridge ESL man moore apaloosa shaw davidson landsdowne aqr elliott renaissance winton avenue king farallon baupost angelo bl

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