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Alpha Capture Systems: Past, Present, and Future Directions

François-Serge Lhabitant and Denis Mirlesse
The Journal of Alternative Investments Spring 2023, jai.2023.1.181; DOI: https://doi.org/10.3905/jai.2023.1.181
François-Serge Lhabitant
is a professor of finance at EDHEC Business School, a visiting professor of finance at Hong Kong University of Science and Technology, and the CEO/CIO of Kedge Capital in St Helier, Jersey
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Denis Mirlesse
is a director at Steadfast Advisory Services Ltd. In Haywards Heath, UK
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Article Information

jai.2023.1.181
DOI 
https://doi.org/10.3905/jai.2023.1.181

Published By 
Pageant Media Ltd
Print ISSN 
1520-3255
Online ISSN 
2168-8435
History 
  • Published online January 23, 2023.

Copyright & Usage 
© 2023 Pageant Media Ltd

Author Information

  1. François-Serge Lhabitant
    1. is a professor of finance at EDHEC Business School, a visiting professor of finance at Hong Kong University of Science and Technology, and the CEO/CIO of Kedge Capital in St Helier, Jersey. (f{at}lhabitant.net)
  2. Denis Mirlesse
    1. is a director at Steadfast Advisory Services Ltd. In Haywards Heath, UK. (denis.mirlesse{at}gmail.com)
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The Journal of Alternative Investments: 25 (3)
The Journal of Alternative Investments
Vol. 25, Issue 3
Winter 2023
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Alpha Capture Systems: Past, Present, and Future Directions
François-Serge Lhabitant, Denis Mirlesse
The Journal of Alternative Investments Jan 2023, jai.2023.1.181; DOI: 10.3905/jai.2023.1.181

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Alpha Capture Systems: Past, Present, and Future Directions
François-Serge Lhabitant, Denis Mirlesse
The Journal of Alternative Investments Jan 2023, jai.2023.1.181; DOI: 10.3905/jai.2023.1.181
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  • Article
    • Abstract
    • THE EARLY DAYS OF ALPHA CAPTURE SYSTEMS (ACS)
    • THE PRESENT: ACS AND HEDGE FUND REPLICATORS
    • THE FUTURE: SOME THOUGHTS ON IMPROVING ACS
    • CONCLUSIONS
    • APPENDIX
    • ENDNOTES
    • REFERENCES
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