Tristram Lett

Tristram Lett

The Hedgehog Blog

Tristram Lett, is Co-CIO and a Partner at Integra Capital Management. Any views expressed here are his own and do not necessarily reflect those of his firm.

Time to Kick VaR to the Curb

Or, how two moment mean-variance killed modern finance theory.

Bookstaber’s Law

Imprudence drives out prudence.

What is Alpha? And Does It Still Exist?

Think of it as the dark matter of the investment world.

Survival of the Eurozone: Stiglitz, Wade and Werner

Economists debate the future of Europe at Global ARC.

Jacques Attali: Crisis Chance to Advance EU Powers

More from Global ARC in London.

Europe Can Learn From Canada: John Major, Paul Martin

At the Global Absolute Return Conference 2010

Market Collapse Heads Into Round Two

Goldman yet another blow to reputation of U.S. investment industry.

Don’t Blame Quants for Crisis

Review of new books by Bookstaber and Patterson

Managed Accounts-Transparency at a High Price? Nonsense.

One of the greatest values to investors of managed accounts seldom gets any airplay at all.

Hedge Fund Managers Join the Gold Rush

Metal factors in deflation-inflation debate.

Contex Group