The world is a volatile place. Sovereign debts, government interference in markets, risk-on/risk-off moments plus a myriad of other factors are combining to keep volatility in place for some time.
A growing number of commodity trading advisers (CTAs) believe fundamental strategies can help improve the return profile of trend-following managed futures programs.
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....
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
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While some investors used volatility arbitrage for hedging purposes, now they are differentiating between volatility arbitrage and tail risk hedging. Vol arb should do well in most market environments.
Recent breakthroughs in natural language processing and other forms of unstructured data could transform news and social media content into a source of alpha for hedge fund traders.
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.
Alcentra says sub-investment grade leveraged loans are becoming an accepted asset class in Europe as the market develops. Institutional investors are the norm in Europe compared with retail in the US.
Emerging market hedge funds had a bad 2011. Markets placed a premium on liquidity vs quality and significant money flowed out of emerging markets as investors became more defensive and risk averse.
A drop in M&A volumes has hurt the performance of event driven equity hedge funds. Managers are optimistic 2012 will bring more deals and better returns, if macroeconomic conditions remain stable.
Edhec has constructed a long/short commodity strategy capturing the risk premium in commodity futures markets and that can be used to design a third generation commodity index.
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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Brazil, 12th Jun 2013
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