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vecteur de décorrelation


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14:27 Jan 11, 2012
French to English translations [PRO]
Bus/Financial - Finance (general)
French term or phrase: vecteur de décorrelation
fund investment
blossie


Summary of answers provided
4 +1decorrelating vectorrkillings
4Vector correlation
Beatriz Candil Garcia


Discussion entries: 1





  

Answers


31 mins   confidence: Answerer confidence 4/5Answerer confidence 4/5
Vector correlation


Explanation:
Relative to the subject matter, though more context would have been helpful, pls see below

Vector analysis is particularly useful in answering the following questions:

What is the resulting volatility and correlation when an active fund is added to a passive portfolio?
How can an active portfolio be decomposed into a passive ETF and a market neutral hedge fund?
What is the volatility of this embedded market neutral hedge fund?

http://allaboutalpha.com/blog/2006/08/21/vectors-as-an-intui...

Moreover, when vector correlation analysis was applied to the pgm data generated above, high ...
www.ncbi.nlm.nih.gov/pmc/articles/PMC3091045


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Note added at 32 mins (2012-01-11 15:00:03 GMT)
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More sources on vector correlation and funds

www.coursehero.com/prefix/8e/documents/1501
http://community.nasdaq.com/News/2011-11/sgi-bookings-dont-l...

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Note added at 33 mins (2012-01-11 15:00:43 GMT)
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Also see

www.plantphysiol.org/content/150/4/1796.full


Beatriz Candil Garcia
Local time: 13:26
Specializes in field
Native speaker of: Native in SpanishSpanish, Native in EnglishEnglish
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1 day6 hrs   confidence: Answerer confidence 4/5Answerer confidence 4/5 peer agreement (net): +1
decorrelating vector


Explanation:
What it says. Term and technique borrowed from signal processing.

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Note added at 3 days5 hrs (2012-01-14 19:54:37 GMT)
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Used to *strip out* correlation between two series.

You want an explanation in terms of orthogonality of subspaces? :-)

rkillings
United States
Local time: 04:26
Specializes in field
Native speaker of: Native in EnglishEnglish
PRO pts in category: 891

Peer comments on this answer (and responses from the answerer)
agree  Emiliano Pantoja
52 days
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