Hedge Fund Strategies Problem Set: Backtesting the Carry Trade (Macro Strategies) Prof. Andrea Frazzini In this problem set‚ you backtest the currency carry trade using the data provided in the accompanying Excel spreadsheet. You can do the problem set using Excel or any other program of your choice. Please answer in the space provided (no more than three pages for questions 1-6). 1. For each month of the sample‚ rank the countries based on their interest rate (hint: Excel has a function
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Hedge Funds Class London February 2007 February 9‚ 2007 SECTION 1 Class Agenda Agenda ♦ 9:00 - 10:30 ♦ 10:30 - 10:45 ♦ 10:45 - 12:15 ♦ 12:15 - 1:30 ♦ 1:30 - 2:15 ♦ 2:15 – 3:00 ♦ 3:00 - 3:15 ♦ 3:15 - 4:00 ♦ 4:00 - 4:45 ♦ 4:45 - 5:00 Hedge Fund Basics Coffee Break Basics Continued Lunch Continued Hedge Fund Services Coffee Break Fund of Funds Stuart Trueman Joe Troccolo Tamera Hodges Joe Troccolo Joe Troccolo Hedge Funds & Corp Finance Laurent Charbonnier Wrap-up / Optional Exam
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so he was able to highlight the differences between illusion and reality through the actions of his characters. Shakespeare used his characters‚ their actions‚ dialogue‚ settings‚ and references to the real world to create many layers of illusion. He illustrates the idea of illusion primarily through Prospero‚ who is an illusion himself‚ to manipulate and control the island and the people who chance upon it. Prospero demonstrates powers of illusion time and time again with his magic‚ and it first appeared
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Lottery and The Hedge‚ the identity of the female and male characters are represented very similarly. Both stories exemplify‚ male and female characters occupying their own‚ respective‚ traditional gender roles. The individual identity of women in the two stories conveys the traditional identity of women in the 20th century. The women in the two stories are depicted to be stay at home housewives‚ while the men are portrayed as dominant and controlling. The female character of The Hedge‚ is very emotional
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son of a dear father murdered‚ Prompted to my revenge by heaven and hell‚ Must‚ like a whore‚ unpack my heart with words…” (II.ii.545-548) This perception explains his later actions and interpretations in regards to the conflict between reality and illusion. When Hamlet comes across Claudius‚ he questions the validity of his revenge‚ asking himself “To take him in the purging of his
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Rachel Hahn Cheryl Blackwell Seminar November 2012 Optical Illusions An illusion is the distorted perception of a stimulus. They are not to be confused with hallucinations‚ which are false perceptions when there is no presence of a stimulus‚ in contrast‚ illusions are the misinterpretation of a true sensation (Illusion Wikipedia). Illusions are mundane phenomena‚ and are experienced by nearly everyone in similar ways where hallucinations are a personal experience and are typically limited
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I did a little research on this‚ but not much. "A good essay‚ but a few grammer errors." I corrected them in the one I submitted to you. Optical Illusions Have you ever looked at something‚ and it appears normal‚ but after a few minutes of thinking about it‚ you find it distorted? The brain and eyes are two organs that work together constantly. Two sources feed visual information to the brain:the eyes and the brain’s memory of past experience. Usually the information is clear enough‚ and you have
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The Illusion of Happiness Some say that happiness is just an illusion. It is an abstract word that is too fleeting and many say that no one can find ‘true happiness’ without it being a trick of the senses and the mind and‚ in other words‚ an illusion. True happiness is often defined as satisfaction‚ contentment‚ and acceptance. But what comes after the feeling of contentment? Arthur Schopenhauer believes the world to be a "vale of tears‚ full of suffering. All happiness is an illusion. Life
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bigger dots and the other by smaller dots. You would think the inner circles are different sizes. However‚ that assumption is wrong. In the Ebbinghaus Illusion‚ the rings of surrounding dots trick the brain into thinking the dots are different sizes when they are actually the same size (5). This is an example of a visual illusion. A visual illusion affects the way your brain and visual system perceive something or when the immediate visual perception and the actual image don’t match. Understanding
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Illuminating the Illusion Jay Chiat‚ and expert in the advertising field‚ looked at advertising differently than those in the advertising business today. He launched the Energizer Bunny and Apple commercials. Not only that‚ he started a new age of advertising during the Super Bowl. Chiat was an amazing advertiser; however‚ he reached a point in 1997 where he desired to leave the marketing industry. He no longer agreed with the ideals of the advertising world. In Chiat’s essay‚ “Illusions are Forever
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