HedgeLab is the main access point to all test portfolios developed by Keith Elflein.
Begun 5/1/2006 (active)
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| Elflein's HedgeLab | ||||||||||||||||||||||||||||||
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| Welcome to Elflein's HedgeLab. HedgeLab is the main access point to all test portfolios developed by Keith Elflein. |
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| * New England Hedge Fund | ||||||||||||||||||||||||||||||
| A portfolio developed in conjunction with the Financial Engineering Club at the University of Rhode Island, focused on New England Companies. | ||||||||||||||||||||||||||||||
| (inactive) | ||||||||||||||||||||||||||||||
| A portfolio of 20 equally weighted (delta) cross-hedged sector pairs for alpha capture. | ||||||||||||||||||||||||||||||
| * Portfolio Ic Begun 5/1/2006 (active) |
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| Portfolio II will be another alpha capture concept, but using relative valuations, not DCF - and will use a different hedging strategy. Hopefully, I'll get this constructed after finals are over in mid May '06. | ||||||||||||||||||||||||||||||
| 6/24/06 - I have decided to take the summer off from portfolios. I'll be working on a fun project: investigating pari-mutuel markets with logit and probit regressions. | ||||||||||||||||||||||||||||||
| Comments and Suggestions: | ||||||||||||||||||||||||||||||
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| [email protected] | ||||||||||||||||||||||||||||||
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