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Strategies & Market Trends : 2026 TeoTwawKi ... 2032 Darkest Interregnum -- Ignore unavailable to you. Want to Upgrade?


To: FiveFour who wrote (1752)10/30/2005 7:24:03 PM
From: TobagoJack  Read Replies (2) | Respond to of 218072
 
<<Care to venture a guess as to where future volatility levels will really be?>>

... a trick question :0)

by one view, up, due to heightening expectation of something ot other that will bite

but another view, down, due to weight of liquidity, private and official, in markets, rushing rates of return toward point of predictable singularity

i will go with the trend, and guess continued down and then up

<<-One guy there started one “up fund”, one “down fund”, and one “neutral fund”. I guess in a few years he will have created a great track record and be a hero in at least one of these 3 categories>>

... a win-win-win situation :0) Love it.



To: FiveFour who wrote (1752)10/31/2005 4:17:26 AM
From: energyplay  Read Replies (1) | Respond to of 218072
 
The train has already some of the guys grabbing nickles.

With the average hedge fund up less than 2% for 2005, there are many that are significantly negative.

Considerable insitiutional money is moving to private equity - where thay hope to buy real assets in real businesses, and have smart, hands-on guys working on them for a slice of the profits.

Already some types of deals in 'hot' industries are being bid up.
Real estate and retail are popular. But it can be hard to get really good retail managers. Above average to 'pretty good' is much easier to get.

Then you better hope you did not pay too much, since the results are likley to be only 'pretty good'.

*****************

"
-Hedge fund modeling has continued to increase in complexity in the last two years, all modeling seems to use real historical volatility rather than attempting to forecast future volatility."

This will tend to bias expectations towards regresion to mean, won't it ? I don't think copper prices are regreesing...