o********n 发帖数: 100 | 1 sorry if sounds naive. I'm just a beginner.
和朋友谈起,每年大盘也有平均10%左右的涨幅, 而市面上较优秀的hedge fund的也就
30%的回报率,如果考虑到25%的margin, 其实很容易达到啊?买大盘再用上杠杆就行
了。为什么还需要做复杂的交易模型?
当然,sharp ratio不一样。但是感觉很多时候return rate也仍然比sharp俄 ratio看
得更重要,而且很多hedge fund年景好的时候得sharpe ratio高,遇到小概率事件,一
样风控模型不管用。
请问各位的见解? |
s*y 发帖数: 124 | 2 Question 1: what is the annualized return of S&P500 for the past 10 years?
Question 2: give me a name a hedge fund that has annualized return above 30%
for more than 5 years.
People would die for 10% return if it is stable over years.
【在 o********n 的大作中提到】 : sorry if sounds naive. I'm just a beginner. : 和朋友谈起,每年大盘也有平均10%左右的涨幅, 而市面上较优秀的hedge fund的也就 : 30%的回报率,如果考虑到25%的margin, 其实很容易达到啊?买大盘再用上杠杆就行 : 了。为什么还需要做复杂的交易模型? : 当然,sharp ratio不一样。但是感觉很多时候return rate也仍然比sharp俄 ratio看 : 得更重要,而且很多hedge fund年景好的时候得sharpe ratio高,遇到小概率事件,一 : 样风控模型不管用。 : 请问各位的见解?
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S*********g 发帖数: 5298 | 3 hedge fund return is based on AUM
AUM is usually different from cash amount deposited by client
30%
【在 s*y 的大作中提到】 : Question 1: what is the annualized return of S&P500 for the past 10 years? : Question 2: give me a name a hedge fund that has annualized return above 30% : for more than 5 years. : People would die for 10% return if it is stable over years.
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