Hedge fund industry performance comes under pressure from market events
David Aldrich, Bank of New York Mellon, andRory Knight, Oxford Metrica, look at how cluster analysis could help solve classification problems.
The recent disruption in the world equity markets, shaken by subprime mortgage concerns in the US, provided a live stress test of the hedge fund industry.
August 2007 was the first month for a long time, possibly ever, that all strategies registered a loss. Not all hedge funds saw losses but the averages as captured by the various strategy indices reported by Credit Suisse Tremont and others did
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