Forecasting Daily Performance: Bridgewater’s All Weather Portfolio

Aug 7 2013 | 5:58am ET

With the majority of risk parity assets invested in hedge funds, the need for careful observation poses a problem in terms of data frequency and timeliness. In this article, Michael Markov, co-founder and chairman of Markov Processes International, explains that a solution to this problem can be found by forecasting daily performance based on exposure estimates from the previous month.

In Depth

Q&A With Jeremy DeGroot, CIO, Litman Gregory

Aug 28 2013 | 10:33am ET

The new Litman Gregory Masters Alternative Strategies Fund is a mutual fund providing...


Polygon Founder Plans Luxury Basement

Aug 22 2013 | 12:57pm ET

Being in the basement isn't necessarily a bad thing for a hedge fund manager—if...

Guest Contributor

Hidden Fees in Hedge Funds

Jul 30 2013 | 12:49pm ET

By Joshua Barlow, PAAMCO -- Hedge fund fees have been a key focus for investors...


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