Tag Archives: Barclays

DITMo Hedge Strategy Monthly (June12, Issue11) New Release

DITMo Hedge Strategy Monthly Jun12-Issue11Attributions, Rankings and Performances for Hedge Fund Classes and Indexes with Probabilities, Graphs, and pullout Color Matrices. By Pj de Marigny, PM DITMo Strategies / Renovatio Asset Management

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

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

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

Current Trends Affecting Hedge Fund Fee Structures

In the wake of one of the most severe liquidity crises in recent memory, the vast majority of hedge fund managers have seen their assets under management shrink considerably over the past twelve months.  Whether in the name of paring back on risk, exiting losing positions, reducing portfolio volatility, or simply rebalancing portfolios, investors have used a litany of reasons […]