Strategy

Global macro asset allocation approach can generate alpha

Global macro is often viewed as a hedge fund strategy that bases its holdings, such as long and short positions in various equity, fixed income, currency, and futures markets, primarily on overall economic and political views of various countries …

Mixed verdict from market on benefits of 130/30 strategy

Assets under management in 130/30 or similar type equity strategies, also known as short extension products, are currently estimated by a variety of sources at around $75bn on a worldwide basis. In these strategies the manager shorts a certain percentage…

Future for algorithmic trading on energy markets

Currently, the penetration into energy markets by hedge funds and algorithmic trading desks is far below that of other asset classes. James Davies, head of trader systems at Trayport, looks at the issue from a service provider point of view.