Blog Contributors

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

Information

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

MSCI Exchange Rates

Jul 19, 2011 Stephen Berei
At Zephyr, we consistently receive questions on where the data in our program comes from. The answer is that we receive our data straight from the vendors. However when it comes to the exchange rates, the answer may not be so clear.

Using Alternative Asset Classes in the Black-Litterman Model

Jul 8, 2011 Marc Odo
A common question people have when using the Black-Litterman model is: How do I add alternative asset classes to my line-up of traditional asset classes? There are arguments both for and against the idea of using alternative asset classes in a Black-Litterman framework.

Advent Performance Data Upload into StyleADVISOR

Jun 23, 2011 Stephen Berei
Did you know you have the ability to upload performance data from Advent? In order to export returns from Advent and then import into StyleADVISOR, three necessary pre-conditions are required

Omega ratio vs. Omega score

Jun 9, 2011 Marc Odo
It turns out a couple of academics have come out with a different metric known as the “omega-score” and it is in no way related to the Omega ratio Zephyr has in StyleADVISOR. Confusingly, the “omega score” is also tailored to look at hedge funds, but is an entirely different animal.

How we set our priorities at Zephyr

May 26, 2011 Will Clemens
How we set our priorities at Zephyr Every business is constantly forced to prioritize. New ideas from research, requests from customers, or pressure from competitors all vie for attention. Zephyr is no different. How do we decide where to focus?

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