DITMo Hedge Strategy Monthly (Jan2012, Issue#6)
Newly Revised 20 Strategy and Index Report with VaR, Drawdown and Sharpe Rankings, Probabilities on Risk and Return, Attribution Breakdown, 20 pages by Pj de Marigny, Director, GARP SoCalDITMo Hedge...
View ArticleDITMo Hedge Strategy Monthly (Feb 2012, Issue #7)
Pj de Marigny, PM DITMo Strategies; Director, GARP SoCal 23 pages on 20 Hedge and Index Strategies with Attributions, Probabilities and Rankings over 10 YearsDITMo Hedge Strategy Monthly Feb12-Issue7
View ArticleDITMo Hedge Strategy Monthly (Feb’12) Rev.
23 pgs, 20 hedge strategies and indexes, probabilities on risk and return, color matrices (revised front page VaR measures) Pj de Marigny is PM, DITMo Strategies and GARP SoCal DirectorDITMo Hedge...
View ArticleNEW!!! DITMo Hedge Strategy Monthly (March 2012, Issue #8)
Newly revised with signficance tests on Alpha, Beta, Correlation with Probabilities of Risk and Return, Rankings, over 50 Attributions, etc, by Pj de Marigny, PM DITMo Strategies; Director GARP...
View ArticleDITMo Hedge Strategy Monthly (Apr12-Issue9) Rev
23 pgs, 20 Hedge Strategies by GARP SoCal Director. Now with Alpha/Beta t-tests including probabilities of risk and return, “Returns, Attributions and Rankings.” Scattergrams, SD/Return graphs and...
View ArticleDITMo Hedge Strategy Monthly (May12, Issue10r)
Revised version: DITMo Hedge Strategy Monthly. 23pg/20 Hedge Fund Classes & Indexes over 10Y period. Widely used by Private Banks, Wealth Advisors, Hedge Funds and Allocators.DITMo Hedge Strategy...
View ArticleDITMo Manager: “The Trouble With Banks…” (Top Short FCNCA)
Short: FCNCA: First Citizens As a relative value manager of DITMo Strategies “relative stability” is the screening. There is a reason why it is almost impossible for “relative stability” to find trades...
View ArticleDITMo Hedge Strategy Monthly (June12, Issue11) New Release
DITMo Hedge Strategy Monthly Jun12-Issue11Attributions, Rankings and Performances for Hedge Fund Classes and Indexes with Probabilities, Graphs, and pullout Color Matrices. By Pj de Marigny, PM DITMo...
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