Hedge fund volatility modelling****

Spartan onTrend Fund是Spartan Fund Management旗下的一只基金，管理其资产组合，以降低风险并为客户提供收入。该公司正在寻找改善其投资组合波动管理实践的方法。* 金融市场的日益复杂性和新的监管框架促使基金发展其投资组合构建方法，以获得竞争优势。养恤基金特别感兴趣的是为其投资组合找到更好的风险-收益平衡。必须强调的是，养恤基金有一个广泛的历史资产价格数据库;本项目将利用现有数据，根据投资组合中资产的风险/收益特点，审查对养恤基金投资组合波动性建模的各种方法。该项目的成果将直接适用于基金目前实施的最佳投资组合构建。

The Spartan onTrend Fund, a fund within the Spartan Fund Management, manages its portfolio of assets that allows to mitigate risks and provides income to its customers. The company is looking for ways to improve its portfolio volatility management practices. ****Increasing complexity of financial markets and new regulatory framework have led the fund to evolve its portfolio construction methodologies for gaining competitive advantage. The Fund is particularly interested in finding better risk-return trade-off for its portfolio. It is important to emphasize that the Fund has an extensive database of historical asset prices; using the available data, this project will examine various approaches to model volatility of Fund's portfolio based on risk/return characteristics of the assets in the portfolio. Outcomes of this project will be directly applicable to the optimal portfolio construction currently implemented by the Fund.********