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Strategy

Hedging pressure-based long/short commodity strategy used for third generation commodity index

Edhec has constructed a long/short commodity strategy capturing the risk premium in commodity futures markets and that can be used to design a third generation commodity index.

Hedge Funds Review | 20 Jan 2012

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Hedge fund investors flocking to global macro and relative value strategies

Hedge fund investors show a preference for macro funds and relative value arbitrage strategies, says Hedge Fund Research. Discretionary and systematic macro funds had highest net inflows in Q4 2011.

Hedge Funds Review | 20 Jan 2012secure

Audio: Third-party litigation funding finds favour with hedge funds

Third-party funding of commercial litigation is a growing business area where hedge funds have been present for some time. Now commercial claims are beginning to be taken seriously as an asset class

Hedge Funds Review | 19 Jan 2012 | screening image

Hedge fund strategies need to cope with volatility and uncertainty in 2012 markets

Choosing a hedge fund strategy that will perform well in 2012 is difficult. With unprecedented ambiguity about what 2012 will bring, strategies need to cope with market volatility and uncertainty.

Hedge Funds Review | 10 Jan 2012secure

Fixed income arbitrage strategy enjoys improved environment and opportunities for 2012

With plenty of catalysts, more dislocations and an improved competitive environment in the more liquid US market, the outlook for fixed income arbitrage hedge fund strategies appears promising in 2012...

Hedge Funds Review | 10 Jan 2012secure

Hedge funds running long/short strategies were successful in 2011 despite market volatility

Despite chaotic markets in 2011, hedge fund short sellers were successful in their bets, although performance of US long/short equity strategies was disappointing. 2012 is likely to be challenging.

Hedge Funds Review | 10 Jan 2012secure

Hedge fund managers ponder implications of global rebalancing that could favour emerging markets in 2012

Global macro hedge fund managers see opportunities in the G20 initiative to address global imbalances and stimulate economic growth and job creation. Emerging markets could provide the fuel for growth...

Hedge Funds Review | 10 Jan 2012secure

Poor overall performance by hedge funds in 2011 despite Q4 improvement

Hedge funds ended 2011 with overall performance down despite a pick-up in the fourth quarter. Only macro and relative value arbitrage strategies ended the year in positive territory.

Hedge Funds Review | 10 Jan 2012secure

Cross-asset correlation hampers hedge fund returns according to spread-trading asset manager

Rising cross-asset correlation has made it harder for hedge funds to generate alpha. An analysis shows correlation between the S&P 500 and US Treasury bills hit a 13-year low in 2011.

Hedge Funds Review | 09 Jan 2012secure

Academic analysis supports long/short commodity investing without regulatory intervention

Recent market volatility has revived the debate on the role of commodities in strategic and tactical asset allocation and led to an increasing recognition of the relevance of long/short strategies.

Hedge Funds Review | 04 Jan 2012

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