Isoalpha: In Search of Alpha

Alpha:  Alpha is a risk-adjusted measure of the so-called active return on an investment. It is the return in excess of the compensation for the risk borne, and thus commonly used to assess active managers‘ performances

See:http://en.wikipedia.org/wiki/Alpha_(investment)

Isoalpha will be focused on trading stocks and derivatives in the attempt to achieve Alpha. Alpha is not always attainable, however the pursuit of it should never cease.

Advertisements