I was discussing portfolio management strategy with a client who runs a long/short equity hedge fund. In his former life, he worked for a large Fund of Funds where he evaluated long/short equity mangers. In that role, he frequently referenced an article on Risk Management by Ed Seykota. He had increasingly become frustrated with traditional manager measurement techniques like VaR, […]
Good Sight, Good Insight: Risk Management by Ed Seykota
I was discussing portfolio management strategy with a client who runs a long/short equity hedge fund. In his former life, he worked for a large Fund of Funds where he evaluated long/short equity mangers. In that role, he frequently referenced an article on Risk Management by Ed Seykota. He had increasingly become frustrated with traditional manager measurement techniques like VaR, […]