Quantitative Analysis for Hedge Funds: Measuring Performance & Risk

Discover how quantitative analysis can illuminate hedge fund performance, offering insights into risk metrics and benchmarks ...
Bloomberg L.P.

Using relative performance measures and context to gain perspective in post trade TCA

When you make a trade, there will be trading costs, but what’s the best way to measure those costs? The basic principle in TCA is to compare your achieved execution price to some observed benchmark, ...
The New York Times

The Unfinished Pursuit of a Better Poverty Measure

On Tuesday the Census Bureau is scheduled to release income and poverty statistics for 2022. It’s safe to say that the report will be hard to interpret. Last year, the two poverty measures released by ...
JSTOR Daily

Measuring Relative Disparities in Terms of Adverse Events

Objectives: To compare relative measures of disparity in rates of favorable events with those in rates of adverse events. Methods: Relative measures of disparity are applied to four health indicators ...
Bloomberg L.P.

Fixed income TCA: The state of the art

This article is written by The DESK and licensed by Bloomberg. Scratching the surface of buy-side transaction cost analysis use reveals demand for very tailored metrics, as Mike Googe, Product Manager ...
American Enterprise Institute

Addressing the Shortcomings of the Supplemental Poverty Measure

The Supplemental Poverty Measure (SPM) partly improves on the Official Poverty Measure but still suffers from several shortcomings that limit its usefulness as an effective poverty measure. The SPM ...
CoinDesk

Crypto Long & Short: How Do You Measure Relative Value in Crypto?

If you automatically answered “duh, B of A, it has a lower price,” without asking for more information, please do not start buying cryptocurrency. (Or stocks.) This column originally appeared in ...