[Verse 1] Building portfolios like architects design Full replication mirrors every single line Stratified sampling picks the crucial few Optimization finds the path that's best for you [Chorus] Passive tracks the benchmark tight Active hunts for alpha's bite Value, growth, and GARP combined Factor tilts and smart beta shine Long-short plays or long-only ways Portfolio magic fills our days [Verse 2] Fundamental hunters seek the diamond gems Growth accelerators racing past their friends GARP balances the reasonable price Quality factors rolling loaded dice [Chorus] Passive tracks the benchmark tight Active hunts for alpha's bite Value, growth, and GARP combined Factor tilts and smart beta shine Long-short plays or long-only ways Portfolio magic fills our days [Verse 3] Quantitative screens process massive data streams Statistical arbitrage captures market dreams Activist investors shake the boardroom floor Low volatility smooths the bumpy shore [Bridge] Market neutral hedges every single bet Long-short strategies cast a wider net Momentum surfers ride the trending wave Size premiums that smaller stocks behave [Verse 4] Brinson model breaks performance down Allocation choices earn the manager's crown Selection skills pick winners from the pack Interaction effects bring everything back [Chorus] Passive tracks the benchmark tight Active hunts for alpha's bite Value, growth, and GARP combined Factor tilts and smart beta shine Long-short plays or long-only ways Portfolio magic fills our days [Outro] Attribution shows us where returns originate Smart beta strategies efficiently calculate From index funds to hedge fund sophistication Masters of equity orchestration
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