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S&p 500
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
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 2012
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
Higher volatility expected in 2012 according to S&P
Investors are $3 trillion worse off after declines across global markets in 2011. Gains were made in December but markets are likely to be even more volatile this year, says Standard & Poor's (S&P).
Hedge Funds Review | 04 Jan 2012
Swiss funds industry attracts inflows in November after two months of outflows
Swiss investment funds had inflows in November despite falls in major equity indexes and euro gains against the Swiss franc. The industry should benefit further when new rules are implemented in 2013....
Hedge Funds Review | 21 Dec 2011
Hedge fund indicators point to bullish December for equities, according to JP Morgan
Two out of three hedge fund position indicators tested by JP Morgan suggest equities point to a good December for stocks. The results indicate hedge funds get positioning right more than wrong.
Hedge Funds Review | 06 Dec 2011
ACL Alternative Program: Abbey Capital
Shortlist: Best performing specialist FoHF over 10 years
Hedge Funds Review | 23 Nov 2011
Regulatory debate continues on merits of short selling in turbulent markets
Regulators continue to disagree on rules to curtail short selling. Empirical evidence suggests constraining short sales significantly reduces market quality and can have unintended consequences.
Hedge Funds Review | 08 Aug 2011
Hedge fund managers diversify to capture value from volatility
Hedge fund strategies to capture value from volatility are becoming more diversified as managers migrate from long volatility strategies to generate alpha from volatility in stock markets.
Hedge Funds Review | 06 May 2011
US hedge funds well positioned after S&P warning on US government debt
S&P's recent warning about the creditworthiness of US government debt is seen as grandstanding by some. Hedge funds remain cautious about US equities and the dollar.
Hedge Funds Review | 21 Apr 2011
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