Category Archives: risk

Using Software to Gauge Hedge Fund Risk

Posted on January 23, 2009 by Felix

I had an interesting chat with Olivier Le Marois, the CEO chairman of Riskdata, a couple of days ago. His company has put out a couple of interesting reports: one on blow-up-prone hedge funds generally, and one on Bernie Madoff … Continue reading →

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Risk Managing the News

Posted on January 16, 2009 by Felix

This is my new favorite story: The Thomson Reuters system uses news alerts that feed directly into an algorithm, or computer model, to try to predict future market volatility which can in turn be used to better inform a trading … Continue reading →

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How Does One Audit a Fund Manager’s Risk Management?

Posted on January 14, 2009 by Felix

I just got off the phone with Ken Akoundi, a civil engineer turned risk manager who just left fund-of-funds group Optima Fund Management after running its risk-management operations. He agrees with me that some kind of risk auditing function or … Continue reading →

Posted in hedge funds, risk | 1 Comment