Hedge fund managers cannot afford to ignore their risk/return profiles, and taking advantage of new technologies is an excellent way to minimize risk and capitalize on various investment styles. As Hedge Fund Analysis and Modeling Using C# demonstrates, the C# programming language is perfectly suited to hedge fund analysis. This book serves as a complete course in hedge fund modeling and provides a primer on C# and Object Oritented Programming (OOP) that will allow you to manage risk easily and make the most of key statistics.
Covering both basic and risk-adjusted performance measures, Hedge Fund Analysis and Modeling Using C# moves from simple to sophisticated analysis techniques, using worked examples to show you exactly how to manage return in an era of volatility and financial risk. You'll have access to:
- Complete guidance on using C# and Objected Oriented Programming (OOP) for analysis using non-normal returns data and other key statistics
- Bonus content on a companion website containing C# programs, algorithms, and data available for download
- Real world modeling exercises that demonstrate the identification of risk and return factors
- Complete guidance for optimizing hedge fund decisions using quantitative strategies
This is the only book on the market that guides you through using C# to model hedge fund risks and returns. Along with its companion titles on Excel/VBA analysis and MATLAB analysis, Hedge Fund Analysis and Modeling Using C# contributes important guidance for hedge fund managers who want to take advantage of technological platforms for optimal fund performance.
Keywords: Hedge Fund Analysis and Modeling Using C#, Paul Darbyshire, David Hampton, C#, C# algorithms, Object Oriented Programming (OOP), hedge fund decision making, hedge funds, hedge fund managers, risk/return profiles, new technologies, minimize risk, investment styles, C# programming language, hedge fund analysis, hedge fund modeling, manage risk, statistics, risk-adjusted performance measures, sophisticated analysis, manage return, volatility, financial risk, non-normal returns data, code, return factors, optimizing hedge fund decisions, quantitative strategies, hedge fund risks, Excel/VBA analysis, MATLAB analysis, technological platforms, optimal fund performance, General Finance & Investments