Discretionary Adventures

Richard D. Bateson

Chapter 3 in Quantitative Hedge Funds:Discretionary, Systematic, AI, ESG and Quantamental, 2022, pp 39-96 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:Catalyst TradingClassifying Event Driven TradesCorporate Capital StructureThe Instruments of TortureEquitiesCorporate bondsCredit default swapsLeveraged loansLeverage and FinancingPrime brokersRepo marketTotal return swapsTrading Across the Capital StructureCapital Structure TradesExecution, carry and narrativeThe GM debacleThe Maytag shortMerger and LBO TradesCredit Curve TradesNotional weighted curve tradesDuration weighted curve tradesPractical curve tradesHCA curve steepenerUPC curve flattenerLoan ArbitrageINEOS loan arbitrageBasis TradesSupervalue basis tradePortfolio ConstructionLiquidity considerationsFunding constraintsProfit targetsMind the skewRisk ManagementVaR modelsStress testing and scenario analysisReal portfolio riskThe Old School Approach

Keywords: Hedge Fund; Investing; Investments; Investment Strategies; Discretionary Investing; Trading; Fund Management; Systematic Trading; Systematic Investing; CTA; Long/Short Equity; Equity Factors; Factor Investing; AI; AI Investing; Machine Learning; ESG; ESG Investing; Alternative Data; Quantamental (search for similar items in EconPapers)
JEL-codes: G1 G11 G12 (search for similar items in EconPapers)
Date: 2022
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