Objective
To give a reasonable knowledge of the types and varieties of Hedge Funds and the measures of assessing them. A basic knowledge of Hedge Funds is assumed: eg from our Hedge Funds Overview course.
Delegates
* Fund Managers and Fund Administration staff
* Staff who recently joined a Hedge Fund and have little idea as to their employer’s operations
* Marketing Managers and IFAs
* Private Bankers, Wealth Managers and Family Office executives
* Custodians and Depositaries
* Prime Brokers and Lending Institutions eg Pension Funds
* Lawyers and Accountants (CPD credit)
* Compliance Officers, HR and IT Executives working in or with Hedge Funds
Content
– Long-Short Equity
-Mechanics of Short Selling
-Stock Lending
-Risk Management
-130/30 Strategies
-Derivative trading alternatives
-Hedge Fund Investment Styles – Directional
-Overview of Style variations-from Low to High Market Exposure
-Distressed Debt
-Global Macro
-Managed Futures – -Technical Analysis at work
-Hedge Fund Investment Styles – Non-Directional
-Market Neutral and Relative Value Arbitrage – Equity and Fixed Income
-Event-driven and Risk Arbitrage
-ADR Arbitrage
-Convertible Arbitrage
-Hedge Fund Style Index Performance and Volatility data
-Growth area of the future – Funds of Hedge Funds
-Rationale for the Fund of Funds route – Diversification and Risk Management
-Strategy and Manager orientation – The Due Diligence process
-Risk Management and the Monitoring Process
-Fund of Funds in practice – Man Investments
| Duration | 1 day |
| Dublin | |
| Fee | Further dates available on request |
| London | 11 December 2008 |
| Fee | Ј 550 + VAT |