From time to time we publish white papers, read research, and write strategy primers. NilssonHedge has also decided to selectively publish snippets of code (primarily in T-SQL) that may be useful for other researchers.
A collection of externally published reports. The topics range from Alpha estimation to explaining Trend Following. We cover financial anomalies and provide some ideas for future research. These are published on SSRN and we are happy to discuss the content.
Together with a select few participating firms, we will endeavor to educate investors about (Alternative) Risk Premia strategies. Several of these strategies were once viewed as highly proprietary but have gradually become commoditized as academics, practitioners, and researchers have published troves of material on the underlying process.
In the spirit of sharing knowledge, we share some background material on various hedge fund strategies that this site covers. The material is designed to share knowledge and will continuously update performance numbers and peculiar characteristics of each strategy. This page will gradually evolve and change over time.
Here we provide a quick synopsis of published research. On a topical basis, we cover Managed Futures, Performance Measurements, and Equity Market Neutral. More strategies to follow.
We provide a few code samples. Things that make our daily life easier. Most of our code-based base is written in T-SQL, R, and Python. We are not master coders but view it as a tool to solve problems.
NilssonHedge aims to empower investors with reliable data, insightful analysis, and advanced tools to optimize their hedge fund investments. Their services cater to a wide range of clients, from individual investors to institutional allocators, helping them navigate the complex world of alternative investments with confidence.
NilssonHedge conducts in-depth research and analysis on various hedge fund strategies, market trends, and investment themes. They produce reports, white papers, and market insights that help investors gain a deeper understanding of the hedge fund industry and make more informed investment decisions.