The latest statistical information on top performing FoHFs and hedge funds running arbitrage, relative value, distressed debt, event driven, fixed income, global macro and long/short equity strategies...
Fund manager Stratton Street suggests a better indicator of a government bond’s worth is its net foreign liabilities. It prefers Middle East and Asian sovereigns, particularly China, to US Treasuries...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Strategy articles
An improved Japan economy is ramping up quant investor activity across Asia
As correlations return to normal, many CTAs hope for better performance, citing market intervention by central banks as effectively stopping markets from trending and creating short, sharp reversals
It is not hard to conceive of a scenario within several years of another asset-price bubble and a subsequent collapse. Could the monetary authorities lose control of the system, asks Anthony Limbrick
Performance and asset flows of securitised credit products have combined to make this group one of the most profitable for investors and hedge fund managers. But there are now signs of waning interest
Decreasing correlations have a positive effect on portfolio risk. When market correlations shift in magnitude or reverse, it can be tricky to understand how changing risk levels relate to a portfolio
Hedge funds targeting India faced a difficult operating environment over the last several months making the universe one of the most volatile in the industry as Mena performance remains strong
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future