巴菲特与对冲基金打赌

DreamBoy 发表于 2022-6-8 13:06
rentech自己内部的fund每年return60%

sounds too good to be true. Although background of the employees are very good, it cannot be better than Long-Term Capital Management.

Mark6 发表于 2022-06-08 17:33:24
sounds too good to be true. Although background of the employees are very good, it cannot be better

为啥？就因为ltcm他们有发现black-scholes公式的经济学家么

Mark6 发表于 2022-06-08 17:33:24
sounds too good to be true. Although background of the employees are very good, it cannot be better

风格都不一样，文艺复兴内部基金容量很少，return做高不难，高频return都有大几十

DreamBoy 发表于 2022-6-8 18:44
为啥？就因为ltcm他们有发现black-scholes公式的经济学家么

对这个基金有兴趣的网友可以看看维基百科上的“Renaissance Technologies”的介绍。我对这个有点神秘性的基金有点兴趣。尤其是注意到维基百科上说：”The firm bought out the last investor in the Medallion fund in 2005 and the investor community has not seen its returns since then.“
很神秘。
令我好奇的是外面机构投资者可以买的fund表现似乎与他们内部的基金差别很大。维基百科说：”In April 2020, Institutional Investor reported that the disparity between Renaissance's Medallion fund and other funds, including RIEF, was approximately 17-19%.“

林杰俊 发表于 2022-06-08 19:21:28
风格都不一样，文艺复兴内部基金容量很少，return做高不难，高频return都有大几十

15b容量还少？当然今年它的return就拉垮了

swordmans 发表于 2022-06-08 20:58:23
15b容量还少？当然今年它的return就拉垮了

相比于整个文艺复兴不算大吧，而且想再加容量也不容易了

DreamBoy 发表于 2022-6-8 13:05
感觉都是好的自己用 因为任何算法都是容量有限

或者豪绅的钱，如数奉还，百姓的钱，三七分成。

mountsouth 发表于 2022-6-9 12:34
或者豪绅的钱，如数奉还，百姓的钱，三七分成。

内部员工才有额度可以投钱我记得
可以跳槽去炒股

swordmans 发表于 2022-06-08 20:58:23
15b容量还少？当然今年它的return就拉垮了

今年return多少？他们外部fund perf还可以