short alpha
5 statements across 5 episodes · 1 bullish · 1 bearish · 5 people on the record · first statement Apr 12, 2021 by Yen Liow · across every show →
Everything said about short alpha, oldest first
Apr 12, 2021 positive
Liow: Aravt Global spends under a third of research time generating short alpha
“Us as an institution, we would spend less than a third of our time short selling less than a third. And we can sustain five to 800 basis points a short alpha by doing that because we've built up seven years of inventory.”
Dec 2, 2021 neutral
Cooper: Fund managers who consistently generate short alpha are exceptionally rare
“We have a real focus on alpha, and we want to see managers able to produce alpha on both the long and the short side, and I think a lot of managers that we come across are very adept, consistent at generating long alpha. But those that can really generate shor…”
Jan 15, 2024 negative
Michelakis: L/S Funds Lacking Short Alpha Are Diluted Long-Only Managers
“If you're running a one 50 gross long short fund, and you've got good long alpha, but no short alpha, and you end up with one 50 50, what I mean is one 50 gross, 50 net exposure, that means you're a hundred long, so you're a long manager on that side of the ba…”
Oct 28, 2024