评论:首席投资官(CIO)对Trader Alpha Frontier (TAF)的看法

Vlad Rashkovich
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引用次数: 0

摘要

自引入Trader Alpha Frontier以来,该框架已被各种规模的资产管理公司采用,以监控其交易绩效。下一个合乎逻辑的步骤是,首席投资官将Trader Alpha Frontier纳入他们对投资组合回报的主要看法。作者可视化了首席信息官如何在整个投资价值链中获得所有alpha来源的全面洞察,包括分析师、投资组合经理、交易员和经纪人。
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COMMENTARY: Chief Investment Officer (CIO) View of Trader Alpha Frontier (TAF)
Since the introduction of Trader Alpha Frontier, this framework has been adopted by asset managers of all sizes, to monitor their trading performance. The next logical step is for Chief Investment Officers to incorporate Trader Alpha Frontier into their main view of portfolio returns. The author visualizes how CIOs can get a full insight in all alpha sources throughout the investment value chain including Analysts, Portfolio Managers, Traders, and Brokers.
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