Blog Contributors

Ryan Nauman
VP, Product and Market Strategist
Stephen Berei
VP, Client Services & Implementation
Jeremy Poulin
Senior Client Consultant


Below is a filtered list of blog posts. See the full list of posts here.

Confidence Bands: Next-Generation Monte Carlo

Jun 21, 2012 Marc Odo
One of the problems with traditional Monte Carlo projections is that it is very iterative process. After establishing the investor’s wealth goals and cash flows, a single portfolio with a forecasted return and risk is chosen. The Monte Carlo process is run and thousands of possible outcomes are calculated.

Get a Handle on Zephyr Universes

Jun 6, 2012 Stephen Berei
There is not one end all, be all method in which one can construct a universe or peer group. One approach is to build universes on fund or SMA performance. For example, one could build his/her universe using Returns-Based Style Analysis (RBSA), R-Squared, or Tracking Error. A second approach could be to base the universes off the reported fund holdings. At Zephyr, we use RBSA to construct our universes with the methodology described below.

Uploading Custom Returns: StyleADVISOR and Zephyr OnDEMAND play well with Excel

May 23, 2012 Jeremy Poulin
Have you ever felt limited by other financial programs when working with your custom data? Or, does the process take too long for your busy schedule? Well, this is a problem that we have solved in StyleADVISOR and Zephyr OnDEMAND with the help of Excel.

Breaking Down the Exposure Allocation of an Active Fund

May 9, 2012 Will Clemens
Bruce Berkowitz’s Fairholme Fund earned big headlines at the close of Q1, as his stock picking prowess was cited as the source of a 31% return for the quarter and presumably put his fund back on track to continue its long term outperformance versus the S&P 500.

Hedging for 13 Basis Points

Apr 24, 2012 Will Clemens
A hedge fund is commonly defined today as "an aggressively managed portfolio of investments that uses advanced investment strategies", according to Investopedia. But before this general definition took hold, hedge funds, or "hedged funds", were vehicles that focused on hedging, or providing some protection and diversification when markets went down or otherwise didn't perform as planned.

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