Hedge Fund Blogs From HedgeCo.Net

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Saving The State Of California: Reed Hastings

As a manager in Newport Beach, California, concerns over the state’s viability have never been so palpable in the face of an almost $16 billion budget deficit and rising taxes. The answer to a certain course of default is not just cost-cutting or raising taxes. The state needs creative entrepreneurs to rethink every process of providing services. If the focus […]

DITMo Manager: “The Trouble With Banks…” (Top Short FCNCA)

Short: FCNCA: First Citizens As a relative value manager of DITMo Strategies “relative stability” is the screening. There is a reason why it is almost impossible for “relative stability” to find trades in the bank sector. Instead, the financial industry “relative stability” screen is relatively narrow including just a handful of exchanges, credit card companies and a few service companies. […]

DITMo Hedge Strategy Monthly (May12, Issue10r)

Revised version: DITMo Hedge Strategy Monthly. 23pg/20 Hedge Fund Classes & Indexes over 10Y period. Widely used by Private Banks, Wealth Advisors, Hedge Funds and Allocators.DITMo Hedge Strategy Monthly May12-Issue10r

Movers and Shakers on Wall Street

From hires at TCW and Wunderlich Securities to a new firm built by former Merrill Lynch advisors, Wall Street has been very busy this month. Jerry Cudzil, a former Morgan Stanley managing director who specialized in trading high-yield debt, has joined the ranks of TCW. He comes to the firm as the Head of U.S. Credit Trading. According to On […]

DITMo Hedge Strategy Monthly (Apr12-Issue9) Rev

23 pgs, 20 Hedge Strategies by GARP SoCal Director. Now with Alpha/Beta t-tests including probabilities of risk and return, “Returns, Attributions and Rankings.” Scattergrams, SD/Return graphs and Color Return Ranking matrices that may be used as pullouts by advisors and allocators.DITMo Hedge Strategy Monthly Apr12-Issue9 Rev

NEW!!! DITMo Hedge Strategy Monthly (March 2012, Issue #8)

Newly revised with signficance tests on Alpha, Beta, Correlation with Probabilities of Risk and Return, Rankings, over 50 Attributions, etc, by Pj de Marigny, PM DITMo Strategies; Director GARP SoCalDITMo Hedge Strategy Monthly Mar12-Issue8

SuperFreakonomics on the Macro Economy

“Freakonomics” is a New York Times best-seller written by Steven Levitt, a professor of Economics at Chicago, and Stephen Dubner, New York Times writer, that discusses how our common assumptions about what are true are many times wrong. The book was a smash hit and was followed up by “SuperFreakonomics.” In “SuperFreakonimics”, Levitt, an economist, explains why they do not […]

DITMo Hedge Strategy Monthly (Feb’12) Rev.

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)

DITMo Hedge Strategy Monthly (Feb 2012, Issue #7)

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

DITMo Hedge Strategy Monthly (Jan2012, Issue#6)

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