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You cant test it or back test it in any statistically significant way. If you have a way to tell if they have Alpha then you don’t need them.
by quickthrower2 3y ago
You cant test it or back test it in any statistically significant way. If you have a way to tell if they have Alpha then you don’t need them.
- throwaway828 3y agoSee if they have Omega ;) But as you say, if you know what Omega is you're probably not their customer.
- takinola 3y agoCouldn't you just look at their historical performance and compare against an S&P500 index? It would be trivial to see if their performance justified the fees. It may not be statistically valid but if they can't demonstrate a benefit over the last 5 years, I wouldn't put any stock in them.