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	<title>Traders Log &#187; Quantitative Analysis</title>
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		<title>Alpha</title>
		<link>http://www.traderslog.com/alpha/</link>
		<comments>http://www.traderslog.com/alpha/#comments</comments>
		<pubDate>Mon, 28 Sep 2009 16:28:13 +0000</pubDate>
		<dc:creator>TradersLog</dc:creator>
				<category><![CDATA[Definitions]]></category>
		<category><![CDATA[Hedge Fund Definitions]]></category>
		<category><![CDATA[Quantitative Definitions]]></category>
		<category><![CDATA[Hedge Fund]]></category>
		<category><![CDATA[Quantitative Analysis]]></category>

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		<description><![CDATA[<p>A measure          of a mutual fund&#8217;s risk relative to the overall market. It reflects the          difference between a mutual fund&#8217;s actual performance and the performance          expected based on risk level taken by the fund&#8217;s manager. A fund that          produced the expecte</p>]]></description>
			<content:encoded><![CDATA[<p>A measure          of a mutual fund&#8217;s risk relative to the overall market. It reflects the          difference between a mutual fund&#8217;s actual performance and the performance          expected based on risk level taken by the fund&#8217;s manager. A fund that          produced the expecte</p>]]></content:encoded>
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		<title>Beta</title>
		<link>http://www.traderslog.com/calculatingbeta/</link>
		<comments>http://www.traderslog.com/calculatingbeta/#comments</comments>
		<pubDate>Mon, 28 Sep 2009 16:25:06 +0000</pubDate>
		<dc:creator>TradersLog</dc:creator>
				<category><![CDATA[Articles]]></category>
		<category><![CDATA[Hedge Fund]]></category>
		<category><![CDATA[Stocks]]></category>
		<category><![CDATA[Quantitative Analysis]]></category>

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		<description><![CDATA[<p>Beta is value that reflects the amount of risk of a single or combined group of securities measured against the market as a whole.
A beta value of 1 suggest that the security or portfolio will move in line with the overall market. A beta of less than 1 suggets that the security will be less volatile</p>]]></description>
			<content:encoded><![CDATA[<p>Beta is value that reflects the amount of risk of a single or combined group of securities measured against the market as a whole.
A beta value of 1 suggest that the security or portfolio will move in line with the overall market. A beta of less than 1 suggets that the security will be less volatile</p>]]></content:encoded>
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		<title>Beta2</title>
		<link>http://www.traderslog.com/beta2/</link>
		<comments>http://www.traderslog.com/beta2/#comments</comments>
		<pubDate>Mon, 28 Sep 2009 16:16:09 +0000</pubDate>
		<dc:creator>TradersLog</dc:creator>
				<category><![CDATA[Articles]]></category>
		<category><![CDATA[Hedge Fund]]></category>
		<category><![CDATA[Quantitative Analysis]]></category>

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		<description><![CDATA[<p>Beta2 is a measure of the systematic risk of a security, which uses the Moving Average of the Rate of Change in its calculation rather than the Simple Rate of Change. A security or portfolio with a Beta2 value of greater than 1.0 is classified as more volitile than the market and a reading of less t</p>]]></description>
			<content:encoded><![CDATA[<p>Beta2 is a measure of the systematic risk of a security, which uses the Moving Average of the Rate of Change in its calculation rather than the Simple Rate of Change. A security or portfolio with a Beta2 value of greater than 1.0 is classified as more volitile than the market and a reading of less t</p>]]></content:encoded>
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		<title>Jensen Alpha</title>
		<link>http://www.traderslog.com/jensen-alpha/</link>
		<comments>http://www.traderslog.com/jensen-alpha/#comments</comments>
		<pubDate>Mon, 28 Sep 2009 16:09:03 +0000</pubDate>
		<dc:creator>TradersLog</dc:creator>
				<category><![CDATA[Articles]]></category>
		<category><![CDATA[Hedge Fund]]></category>
		<category><![CDATA[Quantitative Analysis]]></category>

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		<description><![CDATA[<p>Developed by Michael Jensen, Jensen Alpha measures the performance of a investment in relation to a benchmark. Jensen&#8217;s Alpha was initially used in the 1970&#8242;s to evaluate mutual fund managers. Positive Alphas suggest strong performance while negative Alphas reflect weak performance.
See </p>]]></description>
			<content:encoded><![CDATA[<p>Developed by Michael Jensen, Jensen Alpha measures the performance of a investment in relation to a benchmark. Jensen&#8217;s Alpha was initially used in the 1970&#8242;s to evaluate mutual fund managers. Positive Alphas suggest strong performance while negative Alphas reflect weak performance.
See </p>]]></content:encoded>
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