Tag: alpha

Hedge Fund Manager

What is a 'Hedge Fund Manager' A hedge fund manager is the individual who oversees and makes decisions about the investments in...

Omega

What is 'Omega' In finance, omega represents the percentage change in an option's value with respect to the percentage change in the...

Beta

Beta (beta coefficient or β) is a finance term that represents risk of a financial instrument. In simple terms, it is a numerical value...

Quality Spread Differential (QSD)

What is 'Quality Spread Differential - QSD' The term 'quality spread differential', or QSD, refers to the difference between the price of a low-quality commodity...

Gamma Pricing Model

What is 'Gamma Pricing Model' An equation for determining the fair market value of a European-style option when the price movement on...

Gamma

What is 'Gamma' Gamma is the rate of change in an option's delta per 1-point move in the underlying asset's price. Gamma...

Tainted Alpha

What is 'Tainted Alpha' An alpha return that cannot be attributed solely to the money manager due to consequential beta exposure. Tainted...

Alpha

Source: WikipediaLast Sourced: 2021-02-01This Article has been Edited for AccessibilityAlpha Alpha /ˈælfə/ (uppercase .mw-parser-output .polytonic{font-family:"SBL BibLit","SBL Greek",Athena,"EB Garamond","EB Garamond 12","Foulis Greek","Garamond Libre",Cardo,"Gentium Plus",Gentium,Garamond,"Palatino Linotype","DejaVu...

Hedge Fund

DefinitionA hedge fund is an investment fund that pools capital from accredited individuals or institutional investors and invests in a variety of assets, often...

Lambda

What is 'Lambda' The ratio of the percentage change in an option contract's price to the percentage change in the option's underlying price. Lambda is...

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