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Bridgewater Associates

Bridgewater Associates From corporate website: It is in Bridgewater’s DNA to innovate, unshackled by conventions. As a result, over the last 30 years, Bridgewater has pioneered several investment...

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Portable Alpha

By: Angelo A. Calvello Ph.D., State Street Global Investors Published: October 15, 2003 Excerpts: The new paradigm rejects total return as the measure of a strategy’s worth. It instead holds steadfast...

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Alpha Overlay: Employing Active Risk Management

By: Ray Dalio, Bridgewater Associates Published: June 2006  Excerpt: “Properly executed, alpha overlay leads to better investment results with no more risk than traditional investment management for...

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Hedge Funds Selling Alpha as Beta

By: Greg Jensen, Noah Yechiely, Jason Rotenberg, Bridgewater Associates Published: May 24, 2005 Excerpt: “Most institutional investors continue to tie together their alpha and beta decisions (i.e. an...

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Bridgewater takes portable alpha route, urges clients to follow suit

By: Christine Williamson, Pensions & Investments Published: October 30, 2006     Talk about industry leadership.  According to Pensions & Investments, Bridgewater (manager of $165 billion) has...

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No Love for Portable Alpha

By: Vince Calio, Pensions & Investments Published: October 30, 2006 Okay, so not everyone is a huge fan of portable alpha.  Can you blame them after all the hype? But as the recent Goldman Sachs...

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The Whole Enchilada

“Engineering Targeted Returns and Risks” By: Ray Dalio, Bridgewater Associates Published: December 31, 2005 As regular readers may recall, Alpha Male was at a hedge fund conference last fall involving...

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King of Quants

By: Douglas Appell, Pensions & Investments Published: January 8, 2007 Any of you who have tried to read this article by PanAgora CEO, Eric Sorensen will understand clearly what he meant when he...

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Bridgewater: Hedge fund leverage now at levels not seen since LTCM

Bridgewater is the quintessential "alpha-centric" investor. But in this note, it argues that hedge funds are overly leveraged, replicatable using simple factors, and unlikely to perform when risk...

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Hold the phone: New list of big hedge funds looks quite different

Alpha Magazine recently published a list of the world's largest hedge funds. This week, Pensions & Investments releases a different list that includes the largest managers of hedge funds for US...

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Bridgewater gives “alpha-centric” a thumbs-up

"Alpha centric" turns out to be more than just a goofy term used by us as a placeholder until something better comes along.

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Another warning flag on hedge funds from one of the industry’s own

The New York Times reports recently on one hedge fund guru that believes hedge funds have become too correlated with the S&P 500. But the question remains: which hedge funds and over what period?

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World’s Unions Debate: Are Hedge Funds “Locusts” or “Termites”?

A global organization of trade unions says hedge funds aren't locusts after all...they're termites. But its new report lays out policy recommendations some might say amount to toxic pesticides.

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"Bundled" Portable Alpha: A Bridge Across The Portable Alpha Chasm?

While nearly all institutional investors are now clear about the benefits of portable alpha, many are still put off by its often complex mechanics.  Unlike a simple active long-only mandate, a portable...

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Manager finds factor-replication “blunt” and distributional-replication...

Apparently, the "good old fashioned Kat fight" we predicted yesterday has already begun.

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Deutsche Bank hedge fund-of-funds joins march on retail market

Deutsche Bank recently announced the launch of a "portable alpha" product for retail investors - the latest in a steady flow of alpha-centric products hitting shelves during the recent market calamity.

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Q-Group spring 2007 seminar summaries are (almost) all about alpha

The storied "Q-Group" of quant rocket scientists has recently posted the summary from its spring 2007 meetings. We find that most of its 17 pages are dedicated to alpha-centric investing.

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Do individual hedge funds really contain so much beta?

One of our favorite institutional asset managers makes familiar argument this week about the high correlation between run of the mill betas and hedge fund indices.

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Hedge funds starting to get “voted off the island”

In what amounts to a real-life episode of "Survivor", investors are apparently starting to vote smaller hedge funds "off the island".

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A Note on Hedge Fund Fees: the Best is Yet to Come

In a guest posting today, veteran portable alpha advocate Angelo Calvello says hedge fund fees may look high - but they sure beat indexing.

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