Relative value
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...
Eric Pellicciaro, the former head of global rates investments at BlackRock, will manage a global macro portfolio for Mariner’s newly launched incubation fund
Concordia Advisors, which manages around $1 billion in relative value-oriented interest rate, credit and equity strategies, is to merge with $10 billion hedge fund Mariner Investment Group.
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
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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
Value can be found in bonds despite central bank interventions that are impacting spreads. Absolute value is hard to fund with the exception of orphan bonds, says GAM fixed income expert Haywood.
Correlation in the equity markets has traditionally moved in tandem with volatility, but since June the relationship between the two has broken down. What has caused the rupture and how have investors been affected? Peter Madigan reports
Correlation between asset classes has remained at high levels this year, despite a fall in volatility. This presents a potential opportunity for traders, but could also pose significant risks. By Christopher Whittall
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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