Generating Alpha Based On Forecasts Integrated Active Asset Management Mitev Kuehrer

The document presents insights from the European Fund of Hedge Funds Summit in June 2008, focusing on new trends in active asset management and the quantitative methodologies employed by Siemens' Fin4cast division. It outlines the integration of research, portfolio construction, and strategy implementation for systematic investment strategies, highlighting the development of the Fin4cast Income Index which utilizes long/short investment strategies based on market forecasts. Additionally, it discusses the operational framework, case studies, and performance metrics associated with Fin4cast's asset management approach.