Clare Dickinson
Hedge funds have second month of good returns led by equity-focused...
Hedge funds had a second month of good performance in February, with positive returns across all strategies. Equity-focused hedge funds led the gains with assets flowing into CTAs and global macro.
Hedge fund managers running equity long/short strategies are cautiously optimistic about attaining good performance this year. European managers are increasing net exposures but see tail risks looming....
HSBC Alternative Investment is capitalising on the wealth of talent spinning out of existing hedge funds and prop desks to create a fund of hedge funds to capture the high returns of emerging managers....
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How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Clare Dickinson articles
Step change risk governance in hedge funds due to investor demand, not...
Risk governance has come to the forefront of hedge fund thinking, driven mainly by institutional investors keen to have more frequent reporting and a host of independent, verifiable processes in place.
Hedge funds begin 2012 with gains across strategies and regions
All hedge fund strategies had gains in January, reports Eurekahedge. As markets rallied, macro hedge funds had a record month and CTAs/managed futures funds also had a strong start to the year.
Investable indexes: January 2012 returns
Hedge funds started 2012 on a strong note, with gains across nearly all strategies as equity markets rallied, US economic data was positive and fears for the future of the eurozone were allayed.
Hedge funds eye European corporate credit with caution
The European corporate credit market had a strong start in 2012 but with the eurozone heading into recession and the sovereign debt crisis continuing, hedge fund managers remain apprehensive.
Sothic Capital European Opportunities Fund: Sothic Capital Management
As the European distressed cycle begins, Gertjan (GJ) Koomen, chief investment officer at Sothic, believes there will be many opportunities in distressed corporates over several years.
Poor performance for hedge fund strategies in 2011 as assets under management...
Despite lacklustre performance across many strategies, hedge funds had good inflows, ending 2011 with total AUM of $1.71 trillion. Fixed income was the best performer and equity long/short the worst.
Investable indexes: December 2011 returns
Broad hedge fund performance was down or flat for the end of 2011, with returns for the year in negative territory. There was some positive performance to be found in specific strategies.
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
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Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
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