A Hedge Fund-in-a-Box solution

Is it possible to produce a ‘budget’, off-the-shelf, alpha capture approach?

We often speak with managers that might not have the luxury of a team of analysts to comb through financial reports and earnings calls, or lack access to expensive data sets. Imagine there was a solution that allows asset managers and hedge fund managers to build a long-short portfolio that piggybacks on the best publicly-available ideas of informed traders.  

In this research report, we will show how combining academic research on factor portfolio construction with Axioma risk models and portfolio optimization tools can be used to create a hedge fund-in-a-box solution.   

Whether you’re a launching a new fund or an established fund, read this paper to:  

• Get a step-by-step guide on researching and building a long/short strategy  
• Understand the role that a portfolio optimizer and factor-based risk model play in portfolio construction 
• Learn how Sentiment factors like Crowding and Short Interest capture some of the best ideas