Global macro
Areca Value Discovery Fund: Ayaltis
Winner: Best diversified fund of hedge funds over one year
Winner: Best diversified fund of hedge funds over three years; Shortlist: Best diversified fund of hedge funds over one year; Best diversified fund of hedge funds over 10 years
Using three currency investment strategies - carry, trend and value - it is possible to apply the alpha beta separation framework to currency funds and allows the study of return drivers from currency...
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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 Global macro articles
UK pension fund USS takes bold approach to hedge fund investment
As the UK’s second-largest pension plan, USS has shown a strong commitment to alternatives. Investments into hedge funds provide an uncorrelated revenue stream that influences the overall portfolio.
Deutsche responds to shifting investor demands for managed accounts
Deutsche Bank has swept the board in the platform rankings, topping all four categories. The bank has made changes to its managed account platform in response to investor demands.
Positive sentiment lifts hedge fund performance in September
Market rallies following policy announcements from the ECB and US Federal Reserve helped hedge fund performance in September, reports Eurekahedge. CTAs were the only strategy with negative performance.
Global macro hedge funds more correlated as drawdown control becomes...
Global macro funds are adapting to the reality of political uncertainty and market volatility driven by politicians, with a danger of compound short-term losses undermining medium or long-term gains.
Brevan Howard Emerging Markets Local Fixed Income Fund (BHEML): Brevan...
The combination of Brevan Howard’s expertise and operational infrastructure with the active management of a portfolio concentrate on emerging market fixed income has proved successful.
Permal Fixed Income Special Opportunities, managed by NWI Management
Trading in markets where politicians affect outcome has led Hari Hariharan of NWI to opt for bite size positions and go back to basics on macro analysis on the fixed income fund he runs for Permal.
Japan continues to defy hedge fund bears
Hedge funds have long been fascinated with Japan’s large and growing public debt burden but shorting the country continues to be a losing proposition. Any Japan trade needs to be tightly hedged.
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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