Glossary
- Activism
- Activist Hedge Fund
- ADV
- Alpha
- Alpha Sharpe
- Assets Under Management
- AUM
- Average Daily Volume
- Backcast Returns
- Backtesting
- Basis Point
- Benchmark Attribution Analysis
- Beta
- Beta Exposure
- Chief Investment Officer
- Chief Risk Officer
- CIO
- Coefficient of Determination
- Conditional Value at Risk
- Convexity
- Credit Risk
- Credit Spread 01
- Credit Spread Duration
- CR01
- CRO
- CS01
- Cumulative Return
- cVaR
- Delta
- Delta Exposure
- Delta Normal VaR
- Diversification Score
- Dollar Duration
- Drawdown
- Duration
- DV01
- Enterprise Risk Management
- Event Driven
- Ex-Ante Performance Attribution Analysis
- Excess Kurtosis
- Expected Shortfall
- Ex-Post Performance Attribution Analysis
- Factor Analysis
- Face Value
- Financial Return
- Financial Risk Management
- Fixed Income Relative Value
- Foreign Exchange
- Foreign Exchange Quoting Conventions
- FX
- FX Quoting Conventions
- Gamma
- Gamma Exposure
- Global Macro
- Gross Exposure
- Gross Market Value
- Hedge Fund
- Hedge Fund Manager
- Historical VaR
- Hit Rate
- Hybrid VaR
- Idiosyncratic Risk
- Implied Volatility
- Incremental Sharpe
- Incremental Value at Risk
- iSharpe
- iVaR
- Jensen’s Alpha
- Kurtosis
- Leverage
- Liquidity
- Liquidity Risk
- Long/Short Equity
- Macaulay Duration
- Marginal Value at Risk
- Market Risk
- Merger Arb
- Merger Arbitrage
- Modified Duration
- MTD
- Multi-Strategy
- Notional
- Operational Risk
- OTC
- Over the Counter
- P&L
- Performance Attribution Analysis
- Principal
- Profit and Loss
- R2
- Realized Value at Risk
- Rho
- Risk Management
- Risk Manager
- Risk Reduction Potential
- Risk-Adjusted Return
- Risk-Based Performance Attribution Analysis
- Risk-Free Rate
- RRP
- rVaR
- Sharpe Ratio
- Skewness
- Standard Deviation
- Stress Test
- Systematic Risk
- Tail Risk
- Theta
- Tracking Error
- t-Statistic
- Turnover
- Value at Risk
- VaR
- Variance
- Vega
- Volatility
- YTD