Webinar: Portable Alpha for Institutional Traders
A major institutional strategy, Portable alpha allows institutions to "enhance" index performance using a combination of futures and a fixed income portfolio. This webinar focuses on:
- Construction of a portable alpha strategy using stock index futures and short duration fixed income instruments
- Transporting alpha from various sources such as small caps, bonds, hedge funds
- How the quarterly roll costs influence the strategy, managing margin, and liquidity concerns