Features/Strategy
Hedge fund investors seek protection in macro uncertainty
Macro factors are driving hedge fund investors to reassess their positioning as central bankers signal an end to ultra-stimulative monetary policy in developed markets.
The resurgence in M&A volumes should be good news for merger arbitrage hedge funds. Though deal spreads remain tight, the growth in transactions in Q1 is fuelling expectations of higher returns.
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.
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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.
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Collars make a comeback for Asian fuel hedging
In 2008/09 airlines suffered large losses from their hedging programmes, some of which involved taking highly leveraged positions on the downside to pay for upside protection. With unrest in the Middle East in 2011 pushing prices higher and hedges getting...
Investors cautioned to think twice about absolute return funds
Investors should be wary of any hedge fund purporting to be an ‘absolute return fund”. It can mean quite different things to different people. New approaches and structures may help minimise the risk.
European rules on shorting could harm hedge fund strategies and investors...
Legislation by European Union could have a negative impact on the shorting strategies used by a large number of hedge funds. Excessive rules could make fund managers exit strategies and the EU.
Managed futures on the rise as investors chase diversification
Managed futures has grown to become the single largest strategy in the hedge fund universe. Strong inflows and performance have helped make it a popular diversifier for many portfolios.
Asset-backed securities are making a come back and attracting investor...
Hedge funds investing in asset-backed securities (ABS) are making a strong case for investor allocations. Returns have continued a strong trend set in 2010 as pricing dislocations offer opportunities.
Hedge funds learn the art of protecting portfolios from tail risk
Tail risk events, sometimes depicted as black swans, are more prevalent than first thought and certainly more painful. Hedge funds managers are finding ways to protect portfolios against such events.
Quantitative hedge funds start 2011 with strong returns
Equity market neutral hedge fund managers are finding better ways of constructing portfolios and managing risk. Those managers are expected to survive the current downturn and outperform in future.
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
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How financial services need to consider their IT infrastructure
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