Tag Archives: Multi-Strategy
Hedge Funds Ramp Up Bets on Shorts vs. Equities
Why Defensive Positioning, Dispersion, and Risk Control Are Overtaking Directional Bullishness (HedgeCo.Net) Hedge funds are increasingly tilting portfolios toward short exposure relative to long equity positions, marking a decisive shift in market behavior as volatility rises, correlations break down, and confidence […]