Monthly Archives: November 2010

What should we expect from VaR?

Posted on November 11, 2010 by admin

In this post we will discuss what VaR is, why it is used and what it can – and cannot – tell us; from a user point of view. VaR has three main goals: It puts a figure on the … Continue reading →

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αpolloTM liquidity

Posted on November 2, 2010 by admin

Apollo Liquidity is a portfolio of managed accounts structured using an original methodology and designed to produce resilient performance with limited drawdown risk. The portfolio aims to provide low correlations and stable returns through our rigorous portfolio construction process. Our … Continue reading →

Posted in Hedge Fund Portfolio Construction | Tagged , , , | Leave a comment