Monthly Archives: August 2017
Carry and Trend Complements – Blend Premiums
(Harvest) Momentum works, whether structured as a times series or a cross-sectional strategy, across many asset classes. Carry strategies or risk premiums also work across a wide set of asset classes. More importantly, we know when these strategies do not […]
Hedge Fund Adviser Charged for Inadequate Controls to Prevent Insider Trading
(HedgeCo.Net) The Securities and Exchange Commission today announced that hedge fund advisory firm Deerfield Management Company L.P. has agreed to pay more than $4.6 million to settle charges that it failed to establish, maintain, and enforce policies and procedures reasonably […]
SS&C GlobeOp: Forward Redemption Indicator Up To 3.55%
(FINalternatives) Hedge fund redemptions picked up steam in August, according to new data from fund administrator SS&C GlobeOp, although they are down from year-ago levels for the seventh consecutive month. To read this article:
Preqin All-Strategies Index Up For Ninth Straight Month in July, +5.93% YTD
(FINalternatives) Hedge funds booked a solid +1.15% gain in July, according to new data from Preqin, continuing a streak of nine straight months of positive returns and bringing the company’s benchmark All-Strategies Hedge Fund Index to +5.93% for the year […]
Herbalife Squeezes Ackman Short With New Buyback, Icahn Deal
(Bloomberg) The battle between billionaire investors Carl Icahn and Bill Ackman over the future of Herbalife Ltd. just got turned up a notch. The nutritional-supplements company disclosed a barrage of news Monday that sent its stock surging, including now-dead talks […]
Most Crowded FX Trade Triggers Warning of Pain for Hedge Funds
(Bloomberg) Shorting the dollar, the most crowded trade in foreign exchange, is getting too popular for its own good. So say investors and analysts from Amundi Pioneer Asset Management to Wells Fargo, who recommend clients pare wagers on near-term greenback […]
Brent Oil Steals Show as Hedge Funds Leave U.S. Crude Aside
(Bloomberg) While enthusiasm in the U.S. oil market dwindles, things are looking a little brighter across the pond. For a second week, hedge funds refrained from making big bets on West Texas Intermediate prices stuck below $50 a barrel in […]
Hedge-Fund Veteran Diggle Says Odds Against ’08 Rout Redux
(Bloomberg) Stephen Diggle said market turbulence is certain to surge. But he doesn’t plan to resurrect his volatility hedge funds, which made $2.7 billion in the global financial crisis, as central banks will stop a repeat of the unprecedented price […]
Ray Dalio cuts risk amid worries about Washington
(The Business Insider) Billionaire investor Ray Dalio, who has been expressing concerns about President Donald Trump in recent months, said on Monday he was cutting some of his exposure during a time of growing political and economic divisions… To read […]
What’s All the Fuss About Bitcoin Anyway?
(Harvest) It’s hard not to have heard of Bitcoin at this point. The cryptocurrency is up 650% over the past year, hitting new all-time highs last week at $4,300.00, from $0.05 in July 2010. And we’re not messing up our […]
Risk Premium and Betas – What Do You Get From Quant Managers
(Harvest) Interest concerning alternative risk premiums has surged over the last few years. With this increased interest there has been questions with how to best access these premiums under real market conditions and not just measure them through existing asset […]
Why Invest in Alternatives?
(Harvest) Why use alternatives? Like stocks and bonds, alternative investments are simply tools used by investors in an effort to achieve their investment goals. Given their unique characteristics, alternative investments have the potential to help investors meet three key objectives… […]