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Pure Alpha Certificate

Tuesday, March 27, 2007
How the certificates underlying fund identifies, isolates and generates alpha.

A SQUARE :: 27Mar07 Pure Alpha Certificate
Category Alpha Generation
Author Sona Blessing
Focus: The Nomura Pure Alpha Certificate’s underlying, Südprojekt Fund Market Neutral DWS, takes a long position in potentially outperforming equity funds versus a short position in the relevant benchmarks.


The result of this process is the outperformance of the target fund over its benchmark, which is typically leveraged by a factor of five.


The ability to pick the right fund, and to enter and exit it at the right time, are crucial to the generation of alpha - and is achieved by running a proprietary model.

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[03Apr07] [Commodity Alpha] The Merrill Lynch Commodity Alpha Certificate
Is designed to generate commodity based performance in bull and bear markets

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