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Hedge Fund Modelling and Analysis Using MATLAB

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Hedge Fund Modelling and Analysis Using MATLAB

4.85 88,563 ratings · 1,955 reviews
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Overview: The second book in Darbyshire and Hampton's Hedge Fund Modelling and Analysis series, "Hedge Fund Modelling and Analysis Using MATLAB(R)" takes advantage of the huge library of built-in functions and suite of financial and analytic packages available to MATLAB(R). This allows for a more detailed analysis of some of the more computationally intensive and advanced topics, such as hedge fund classification, performance measurement and mean-variance optimisation. Darbyshire and Hampton's first book in the series, "Hedge Fund Modelling and Analysis Using Excel & and VBA," is seen as a valuable supplementary text to this book.Starting with an overview of the hedge fund industry the book then looks at a variety of commercially available hedge fund data sources. After covering key statistical techniques and methods, the book discusses mean-variance optimisation, hedge fund classification and performance with an emphasis on risk-adjusted return metrics. Finally, common hedge fund market risk management techniques, such as traditional Value-at-Risk methods, modified extensions and expected shortfall are covered.The book's dedicated website, www.darbyshirehampton.com provides free downloads of allthe data and MATLAB(R) source code, as well as other useful resources."Hedge Fund Modelling and Analysis Using MATLAB(R)" serves as a definitive introductory guide to hedge fund modelling and analysis and willprovide investors, industry practitioners and students alike witha usefulrange of tools and techniques for analysing and estimating alpha and beta sources of return, performing manager ranking and market risk management.

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Pages 206
Publisher John Wiley & Sons
Published January 1, 2014
ISBN 21909802
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Paul Darbyshire
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Paul Darbyshire writes contemporary fiction and has always been fascinated by character-driven stories. They hold a degree in English Literature and previously worked as an editor before transitioning to writing their own books. Paul Darbyshire lives with their spouse and a very vocal rescue cat.

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Paul Diaz
Paul Diaz February 06, 2024
I was completely blown away. I became deeply invested in the protagonist's journey. A masterclass in storytelling. A true literary gem.
John Hernandez
John Hernandez September 24, 2025
Excellent, though slightly flawed. The protagonist was compelling, though some subplots felt slightly overshadowed. A very distinguished novel.
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Honestly one of the most premium reading experiences lately. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An absolute must-read for connoisseurs of the genre.
Robert Lee
Robert Lee March 24, 2024
Excellent, though slightly flawed. A brilliant concept executed with flair. Just a few pacing choices I would change. A very distinguished novel.
Amanda Moore
Amanda Moore March 11, 2024
Exceeded all my expectations. The prose is exquisite. It’s accessible yet undeniably sophisticated. I am now a lifelong fan of this author.
Eric Sanchez
Eric Sanchez June 03, 2024
Absolutely brilliant. The prose is exquisite. It’s accessible yet undeniably sophisticated. I am now a lifelong fan of this author.
Daniel Thomas
Daniel Thomas February 22, 2025
I was completely blown away. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I will undoubtedly revisit this masterpiece.
Margaret King
Margaret King September 29, 2024
Took a moment to build, but the payoff was spectacular. A brilliant concept executed with flair. Just a few pacing choices I would change. I would highly recommend this to discerning readers.
Deborah  Parker
Deborah Parker April 24, 2025
Not entirely to my refined tastes. It verged on repetitive in the second act. A more concise edit would have served it well. A fair 3 stars.
Cynthia Young
Cynthia Young April 25, 2025
Such a rich narrative. The prose is exquisite. It’s accessible yet undeniably sophisticated. An effortless 5 stars.
Amanda White
Amanda White July 05, 2025
Not entirely to my refined tastes. The prose was competent, yet the characters lacked the depth I usually seek. Suitable if your reading queue is empty.
Christopher Adams
Christopher Adams November 15, 2025
I find myself somewhat conflicted. The prose was competent, yet the characters lacked the depth I usually seek. Perfectly average.
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Amanda Moore September 24, 2024
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Honestly one of the most premium reading experiences lately. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An absolute must-read for connoisseurs of the genre.
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A profoundly satisfying read. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I will undoubtedly revisit this masterpiece.
Donald Evans
Donald Evans January 15, 2025
Exceeded all my expectations. I became deeply invested in the protagonist's journey. A masterclass in storytelling. Worth every moment spent reading.
Richard Harris
Richard Harris January 17, 2025
Such a rich narrative. The author orchestrated a breathtaking finale. Truly a work of art. Worth every moment spent reading.
Joshua Reyes
Joshua Reyes March 24, 2025
Honestly one of the most premium reading experiences lately. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I am now a lifelong fan of this author.
Deborah  Parker
Deborah Parker November 16, 2024
Absolutely brilliant. The prose is exquisite. It’s accessible yet undeniably sophisticated. I will undoubtedly revisit this masterpiece.
Brian Clark
Brian Clark October 11, 2025
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John Turner
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Exceeded all my expectations. I became deeply invested in the protagonist's journey. A masterclass in storytelling. Worth every moment spent reading.
Dorothy  Davis
Dorothy Davis February 07, 2024
A highly sophisticated read. The middle had a deliberate pace, but the climax was phenomenal. A wonderful companion for a quiet weekend.
Michael Miller
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Absolutely brilliant. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I will undoubtedly revisit this masterpiece.
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Such a rich narrative. The prose is exquisite. It’s accessible yet undeniably sophisticated. An absolute must-read for connoisseurs of the genre.
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Absolutely brilliant. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I am now a lifelong fan of this author.
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William Martin
William Martin September 13, 2024
Excellent, though slightly flawed. The middle had a deliberate pace, but the climax was phenomenal. A wonderful companion for a quiet weekend.
John Cruz
John Cruz October 11, 2025
A very strong entry. The middle had a deliberate pace, but the climax was phenomenal. A wonderful companion for a quiet weekend.
Jennifer Williams
Jennifer Williams January 01, 2024
A highly sophisticated read. The protagonist was compelling, though some subplots felt slightly overshadowed. I would highly recommend this to discerning readers.
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Amanda Diaz September 16, 2025
I thoroughly enjoyed the elegance of it. The protagonist was compelling, though some subplots felt slightly overshadowed. A solid 4 stars from me.
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Mary Green
Mary Green June 11, 2025
I was completely blown away. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I will undoubtedly revisit this masterpiece.
Barbara Wright
Barbara Wright July 05, 2024
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Sharon Brown
Sharon Brown March 17, 2025
Took a moment to build, but the payoff was spectacular. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A very distinguished novel.
Michael Anderson
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I thoroughly enjoyed the elegance of it. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A wonderful companion for a quiet weekend.
Sarah Miller
Sarah Miller October 11, 2024
I thoroughly enjoyed the elegance of it. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. I would highly recommend this to discerning readers.
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Gary Nguyen
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Exceeded all my expectations. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. A true literary gem.
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A profoundly satisfying read. I became deeply invested in the protagonist's journey. A masterclass in storytelling. A true literary gem.
Sandra Rodriguez
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Took a moment to build, but the payoff was spectacular. A brilliant concept executed with flair. Just a few pacing choices I would change. Quite impressive overall.
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A highly sophisticated read. The middle had a deliberate pace, but the climax was phenomenal. A wonderful companion for a quiet weekend.
Laura Thompson
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Masterpiece from start to finish. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An effortless 5 stars.
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I was completely blown away. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. Worth every moment spent reading.
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Michael Cruz December 24, 2024
It was adequate. Certain acts were fascinating, while others felt like a slight endeavor to complete. Unlikely to reread, but a reasonable expenditure of time.
Margaret Sanchez
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I thoroughly enjoyed the elegance of it. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A solid 4 stars from me.
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Richard Harris
Richard Harris June 07, 2024
I was completely blown away. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An effortless 5 stars.
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Andrew Gonzalez April 26, 2025
A profoundly satisfying read. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I will undoubtedly revisit this masterpiece.
Sharon Johnson
Sharon Johnson March 04, 2025
Honestly one of the most premium reading experiences lately. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An absolute must-read for connoisseurs of the genre.
Nicholas Miller
Nicholas Miller September 11, 2024
Honestly one of the most premium reading experiences lately. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. Worth every moment spent reading.
Brian Williams
Brian Williams August 17, 2024
Exceeded all my expectations. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. Worth every moment spent reading.
George Garcia
George Garcia October 03, 2025
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Margaret Thomas
Margaret Thomas July 06, 2024
A highly sophisticated read. The protagonist was compelling, though some subplots felt slightly overshadowed. A very distinguished novel.
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Paul Flores October 09, 2025
A very strong entry. The protagonist was compelling, though some subplots felt slightly overshadowed. A wonderful companion for a quiet weekend.
Sarah Diaz
Sarah Diaz March 23, 2025
Absolutely brilliant. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An effortless 5 stars.
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Exceeded all my expectations. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I am now a lifelong fan of this author.
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Such a rich narrative. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. Worth every moment spent reading.
Kimberly Rivera
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Took a moment to build, but the payoff was spectacular. A brilliant concept executed with flair. Just a few pacing choices I would change. A very distinguished novel.
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I thoroughly enjoyed the elegance of it. A brilliant concept executed with flair. Just a few pacing choices I would change. Quite impressive overall.
Betty Collins
Betty Collins January 24, 2025
A profoundly satisfying read. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. Worth every moment spent reading.
Sarah Martin
Sarah Martin September 04, 2024
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Robert Anderson
Robert Anderson March 01, 2024
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Matthew Perez
Matthew Perez March 28, 2024
Honestly one of the most premium reading experiences lately. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. Worth every moment spent reading.
Ashley Mitchell
Ashley Mitchell February 08, 2024
I find myself somewhat conflicted. It verged on repetitive in the second act. A more concise edit would have served it well. A fair 3 stars.
Jessica Scott
Jessica Scott May 22, 2025
I was completely blown away. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I will undoubtedly revisit this masterpiece.
Eric Clark
Eric Clark October 25, 2025
I thoroughly enjoyed the elegance of it. The protagonist was compelling, though some subplots felt slightly overshadowed. Quite impressive overall.
Cynthia Hall
Cynthia Hall January 05, 2024
Not entirely to my refined tastes. Certain acts were fascinating, while others felt like a slight endeavor to complete. Perhaps more aligned with a different audience's tastes.
Stephanie Williams
Stephanie Williams July 18, 2024
It was adequate. It possessed moments of brilliance, but the narrative felt slightly disjointed ultimately. A fair 3 stars.
Amanda Nguyen
Amanda Nguyen September 08, 2024
Absolutely brilliant. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I will undoubtedly revisit this masterpiece.
Michelle Young
Michelle Young December 20, 2024
Took a moment to build, but the payoff was spectacular. The protagonist was compelling, though some subplots felt slightly overshadowed. A very distinguished novel.
Stephanie White
Stephanie White September 19, 2025
Exceeded all my expectations. The prose is exquisite. It’s accessible yet undeniably sophisticated. Worth every moment spent reading.
Rebecca Clark
Rebecca Clark January 02, 2025
Absolutely brilliant. The prose is exquisite. It’s accessible yet undeniably sophisticated. I will undoubtedly revisit this masterpiece.
Daniel Phillips
Daniel Phillips December 18, 2024
I was completely blown away. The prose is exquisite. It’s accessible yet undeniably sophisticated. Worth every moment spent reading.
Rebecca Baker
Rebecca Baker June 23, 2025
Absolutely brilliant. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An absolute must-read for connoisseurs of the genre.
Cynthia Hall
Cynthia Hall April 03, 2025
I thoroughly enjoyed the elegance of it. A brilliant concept executed with flair. Just a few pacing choices I would change. A wonderful companion for a quiet weekend.
Sharon Rodriguez
Sharon Rodriguez July 29, 2025
I was completely blown away. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. A true literary gem.
Linda White
Linda White March 25, 2025
Took a moment to build, but the payoff was spectacular. It held my rapt attention, even when certain twists were telegraphed. A wonderful companion for a quiet weekend.
James Nguyen
James Nguyen March 04, 2025
A very strong entry. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A solid 4 stars from me.
David Lee
David Lee December 03, 2024
A decent, if standard, experience. It possessed moments of brilliance, but the narrative felt slightly disjointed ultimately. A fair 3 stars.
Jennifer Adams
Jennifer Adams July 19, 2025
Absolutely brilliant. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I am now a lifelong fan of this author.
Kimberly Hall
Kimberly Hall September 25, 2024
I thoroughly enjoyed the elegance of it. It held my rapt attention, even when certain twists were telegraphed. A solid 4 stars from me.
Michelle Young
Michelle Young April 06, 2024
Masterpiece from start to finish. I adored how the story unfolded. It kept me captivated without sacrificing elegance. Worth every moment spent reading.
Sarah Diaz
Sarah Diaz July 08, 2025
Not entirely to my refined tastes. It verged on repetitive in the second act. A more concise edit would have served it well. A fair 3 stars.
Elizabeth Miller
Elizabeth Miller February 20, 2024
Honestly one of the most premium reading experiences lately. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. A true literary gem.
Matthew Jackson
Matthew Jackson February 23, 2025
I find myself somewhat conflicted. It verged on repetitive in the second act. A more concise edit would have served it well. Suitable if your reading queue is empty.
Gary Baker
Gary Baker November 06, 2025
Exceeded all my expectations. The prose is exquisite. It’s accessible yet undeniably sophisticated. A true literary gem.
Deborah Wilson
Deborah Wilson July 06, 2025
Excellent, though slightly flawed. It held my rapt attention, even when certain twists were telegraphed. Quite impressive overall.
Sarah Martin
Sarah Martin March 07, 2025
Absolutely brilliant. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I will undoubtedly revisit this masterpiece.
Jacob Perez
Jacob Perez January 24, 2024
Honestly one of the most premium reading experiences lately. The prose is exquisite. It’s accessible yet undeniably sophisticated. An absolute must-read for connoisseurs of the genre.
Gary Nguyen
Gary Nguyen May 28, 2025
Exceeded all my expectations. The author orchestrated a breathtaking finale. Truly a work of art. An absolute must-read for connoisseurs of the genre.
Joshua Sanchez
Joshua Sanchez December 19, 2024
Took a moment to build, but the payoff was spectacular. A brilliant concept executed with flair. Just a few pacing choices I would change. A wonderful companion for a quiet weekend.
Elizabeth Young
Elizabeth Young May 16, 2024
I thoroughly enjoyed the elegance of it. The protagonist was compelling, though some subplots felt slightly overshadowed. A wonderful companion for a quiet weekend.
Jessica Rivera
Jessica Rivera April 25, 2025
Masterpiece from start to finish. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I am now a lifelong fan of this author.
Elizabeth Harris
Elizabeth Harris January 07, 2025
A highly sophisticated read. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. I would highly recommend this to discerning readers.
Linda Gomez
Linda Gomez June 11, 2024
Such a rich narrative. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I will undoubtedly revisit this masterpiece.
Deborah Sanchez
Deborah Sanchez August 15, 2025
A highly sophisticated read. The middle had a deliberate pace, but the climax was phenomenal. A very distinguished novel.
Andrew Torres
Andrew Torres October 03, 2025
Took a moment to build, but the payoff was spectacular. The protagonist was compelling, though some subplots felt slightly overshadowed. A solid 4 stars from me.
Elizabeth Garcia
Elizabeth Garcia April 27, 2024
Excellent, though slightly flawed. It held my rapt attention, even when certain twists were telegraphed. I would highly recommend this to discerning readers.
Brian Clark
Brian Clark February 09, 2024
Honestly one of the most premium reading experiences lately. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An absolute must-read for connoisseurs of the genre.
Deborah Phillips
Deborah Phillips November 12, 2024
I was completely blown away. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An absolute must-read for connoisseurs of the genre.
Cynthia Diaz
Cynthia Diaz August 15, 2024
Took a moment to build, but the payoff was spectacular. It held my rapt attention, even when certain twists were telegraphed. A wonderful companion for a quiet weekend.
Jacob Wilson
Jacob Wilson January 23, 2024
A profoundly satisfying read. The prose is exquisite. It’s accessible yet undeniably sophisticated. I am now a lifelong fan of this author.
Joshua Reyes
Joshua Reyes September 14, 2025
Honestly one of the most premium reading experiences lately. I became deeply invested in the protagonist's journey. A masterclass in storytelling. A true literary gem.
Charles Hall
Charles Hall August 20, 2024
Took a moment to build, but the payoff was spectacular. It held my rapt attention, even when certain twists were telegraphed. A solid 4 stars from me.
Gary Baker
Gary Baker June 01, 2024
Exceeded all my expectations. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An absolute must-read for connoisseurs of the genre.
Sandra Walker
Sandra Walker January 14, 2024
I find myself somewhat conflicted. It possessed moments of brilliance, but the narrative felt slightly disjointed ultimately. A fair 3 stars.
John Taylor
John Taylor August 30, 2024
I was completely blown away. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An absolute must-read for connoisseurs of the genre.
Lisa Baker
Lisa Baker June 01, 2024
A highly sophisticated read. The middle had a deliberate pace, but the climax was phenomenal. A wonderful companion for a quiet weekend.
Melissa Jones
Melissa Jones January 08, 2024
A profoundly satisfying read. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An absolute must-read for connoisseurs of the genre.
Matthew Hall
Matthew Hall February 17, 2025
Such a rich narrative. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An absolute must-read for connoisseurs of the genre.
Melissa Green
Melissa Green November 10, 2025
I thoroughly enjoyed the elegance of it. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A solid 4 stars from me.
Gary Hill
Gary Hill July 31, 2024
Took a moment to build, but the payoff was spectacular. The middle had a deliberate pace, but the climax was phenomenal. Quite impressive overall.
David Carter
David Carter May 30, 2024
Masterpiece from start to finish. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. A true literary gem.
Sarah Reyes
Sarah Reyes March 12, 2025
Absolutely brilliant. The prose is exquisite. It’s accessible yet undeniably sophisticated. An absolute must-read for connoisseurs of the genre.
Thomas Wilson
Thomas Wilson June 03, 2025
I thoroughly enjoyed the elegance of it. A brilliant concept executed with flair. Just a few pacing choices I would change. Quite impressive overall.
Donald King
Donald King October 23, 2024
I was completely blown away. The author orchestrated a breathtaking finale. Truly a work of art. I am now a lifelong fan of this author.
Emily Jones
Emily Jones September 04, 2024
I thoroughly enjoyed the elegance of it. The middle had a deliberate pace, but the climax was phenomenal. I would highly recommend this to discerning readers.
Edward Perez
Edward Perez September 30, 2024
Absolutely brilliant. The author orchestrated a breathtaking finale. Truly a work of art. A true literary gem.
Donna Turner
Donna Turner June 09, 2024
A highly sophisticated read. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A solid 4 stars from me.
Thomas Wilson
Thomas Wilson May 03, 2025
I thoroughly enjoyed the elegance of it. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A very distinguished novel.
Betty Williams
Betty Williams November 29, 2025
Masterpiece from start to finish. The author orchestrated a breathtaking finale. Truly a work of art. An effortless 5 stars.
Sarah Baker
Sarah Baker July 26, 2025
Absolutely brilliant. I became deeply invested in the protagonist's journey. A masterclass in storytelling. Worth every moment spent reading.
Steven Flores
Steven Flores January 11, 2025
Masterpiece from start to finish. The author orchestrated a breathtaking finale. Truly a work of art. I will undoubtedly revisit this masterpiece.
Lisa Allen
Lisa Allen June 21, 2024
Excellent, though slightly flawed. The protagonist was compelling, though some subplots felt slightly overshadowed. A solid 4 stars from me.
David Rivera
David Rivera January 06, 2025
I was completely blown away. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I am now a lifelong fan of this author.
Rebecca Jones
Rebecca Jones March 10, 2024
Honestly one of the most premium reading experiences lately. The author orchestrated a breathtaking finale. Truly a work of art. An effortless 5 stars.
Joseph Edwards
Joseph Edwards July 03, 2025
Such a rich narrative. The prose is exquisite. It’s accessible yet undeniably sophisticated. A true literary gem.
Andrew Mitchell
Andrew Mitchell June 18, 2024
I was completely blown away. The author orchestrated a breathtaking finale. Truly a work of art. An absolute must-read for connoisseurs of the genre.
Michael Martinez
Michael Martinez May 30, 2024
Honestly one of the most premium reading experiences lately. The author orchestrated a breathtaking finale. Truly a work of art. A true literary gem.
Paul Jackson
Paul Jackson April 13, 2024
Absolutely brilliant. The prose is exquisite. It’s accessible yet undeniably sophisticated. I will undoubtedly revisit this masterpiece.
Laura Lopez
Laura Lopez August 22, 2024
A decent, if standard, experience. The prose was competent, yet the characters lacked the depth I usually seek. Perfectly average.
Nicholas Miller
Nicholas Miller May 02, 2025
Not entirely to my refined tastes. Certain acts were fascinating, while others felt like a slight endeavor to complete. Unlikely to reread, but a reasonable expenditure of time.
Melissa Young
Melissa Young September 02, 2024
Excellent, though slightly flawed. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. I would highly recommend this to discerning readers.
Daniel Johnson
Daniel Johnson June 30, 2025
Exceeded all my expectations. I became deeply invested in the protagonist's journey. A masterclass in storytelling. Worth every moment spent reading.
Elizabeth Evans
Elizabeth Evans April 30, 2024
A profoundly satisfying read. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An effortless 5 stars.
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