The man who solved the market report
Order ID: 89JHGSJE83839 Style: APA/MLA/Harvard/Chicago Pages: 5-10 Instructions:
Spring 2020?
Portfolio Management?
? UPLOAD YOUR ANSWERS TO BLACKBOARD (link will be available there)?
? This is an individual assignment. Collaborating with colleagues is not allowed. ? Answer each question completely, but do not make your answer unnecessarily long. For questions 1 to 4, two or three paragraphs for each should suffice for a concise answer. Question 5 may need be a little longer.?
Reading Questions: The man who solved the market?
1) As of the most recent years, does the Medallion fund employ a levered, long?short strategy across multiple asset classes? How much leverage? What kind of before?fees performance do they achieve (annual returns, annualized Sharpe Ratios)??
2) Can you list a few of the types of trading signals Medallion use? Are all their signals intuitive??
3) How many different stocks does Medallion typically trade in one day? And how many different stock trades (buy or sell orders)? Why the difference????
4) What is the average holding period of a Medallion trade? Approximately which percentage of the trades are profitable??
5) Medallion and RIEF (Renaissance Institutional Equity Fund) are both managed by Renaissance Technologies. How do they differ in terms of asset classes, dollar capacity, average holding period of each position, performance, and clientele? Which one of their approaches is more closely associated with our class?
RUBRIC
Excellent Quality
95-100%
Introduction 45-41 points
The background and significance of the problem and a clear statement of the research purpose is provided. The search history is mentioned.
Literature Support
91-84 points
The background and significance of the problem and a clear statement of the research purpose is provided. The search history is mentioned.
Methodology
58-53 points
Content is well-organized with headings for each slide and bulleted lists to group related material as needed. Use of font, color, graphics, effects, etc. to enhance readability and presentation content is excellent. Length requirements of 10 slides/pages or less is met.
Average Score
50-85%
40-38 points
More depth/detail for the background and significance is needed, or the research detail is not clear. No search history information is provided.
83-76 points
Review of relevant theoretical literature is evident, but there is little integration of studies into concepts related to problem. Review is partially focused and organized. Supporting and opposing research are included. Summary of information presented is included. Conclusion may not contain a biblical integration.
52-49 points
Content is somewhat organized, but no structure is apparent. The use of font, color, graphics, effects, etc. is occasionally detracting to the presentation content. Length requirements may not be met.
Poor Quality
0-45%
37-1 points
The background and/or significance are missing. No search history information is provided.
75-1 points
Review of relevant theoretical literature is evident, but there is no integration of studies into concepts related to problem. Review is partially focused and organized. Supporting and opposing research are not included in the summary of information presented. Conclusion does not contain a biblical integration.
48-1 points
There is no clear or logical organizational structure. No logical sequence is apparent. The use of font, color, graphics, effects etc. is often detracting to the presentation content. Length requirements may not be met
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The man who solved the market report