Alpha rankings?

Discussion in 'Trading' started by Lucre, Feb 11, 2007.

  1. Lucre


    Anyone know of a reliable website that lists the audited alphas of money managers. aka: Those reporting to generate risk adjusted returns that exceed the market, aka: excessive returns?

    It would be interesting to have a reference for claims of consistently beating the market. Having a return that exceeds the SP, especially for periods more than 5 years, is impressive. But not as impressive as the volatility of that return being less than the SP.

    Just wondering if anyone knows of a website that has audited, statistically significant data, available for reference to determine the relative achievements of managers' (mutual fund, hedge fund, FIAs, etc.) trading decisions?
  2. Lucre


    Given this weekend's show, is there any input on alpha's?
    Quants, technicians, fundies, MBAs . . . anyone?