F&c asset management
Whether or not funds are capped, hedge fund managers concur the broad post-crisis recovery rally in the $500 billion convertible bond market is over. They now trade around fair value.
Hedge fund strategies to capture value from volatility are becoming more diversified as managers migrate from long volatility strategies to generate alpha from volatility in stock markets.
The Thames River Longstone Fund has seen real vale in taking long/shore positions on real estate equities. The portfolio managers see a clear mean-reversion trend within the sector.
The computational requirements of Solvency II are driving the need for more computing power and data storage accessible on a scalable basis. Early adopters are leveraging cloud computing for their Solvency II implementation. Others are taking a more cautious approach, waiting for the industry to address key concerns such as security before they to embrace computing.
More F&c asset management articles
Volatility arbitrage funds should be able to profit through cycles. Most investors say it is about trading volatility as an asset class, directional or taking a relative value approach.
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.