对冲基金基金策略.docVIP

街上的那些基金用的策略总是让我们感到无比神奇，或者说很是遥远，wilmott论坛上有个帖子说了这个事情，很多事情说明白了就没有那么神秘了，不过只是一个list，没有具体的用法，当然没有谁吧自己赚钱的所有东西都说出来，不过看看也大概知道quant最终应用是个什么样的了。 There are many different ways to classify the strategies, so it may perhaps be best to start with some of the commonly recognized categories which are tracked by HFR indexes (see Hedge Fund Research): - Convertible Arbitrage:(可转换债券套利) A hot area for quants a few years back, this strategy finds and exploits mispricings in convertible bonds against the components they break up into. A typical example is buying an undervalued convert, hedging the credit and intere