Computer replicates techniques of veteran pattern-spotter David Beach
ARP Investments offers cut-price exposure to popular hedge fund strategies
Inability to strictly manage risk common denominator of failing hedge fund managers
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New boss at consultant, John Claisse, to focus on liquid alts research
Omni Secured Lending Fund wins most innovative hedge fund
Credit player launches Ucits European vehicle and eyes '40 Act funds
Investment veteran decries managers who aren't ‘real investment professionals'
Three levels of corporate oversight deployed over positions
MAP also seeks to expand its range of CTA managers
Diverse nationalities and broad skill range mark its team out
Lax due diligence and heroic top-down positions highlighted too
Why invest in managers you can't meet, says awards winner
Illiquid hedge funds vehicle continues to find opportunities
"Buy-side firms say they want more liquidity and choice. Now, they have choice"
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.