Quest Partners, a New York-based systematic CTA, has carved out a strong track record over the past two decades, tapping into market opportunities arising out of volatility swings and increased tail risk in assets using a nimble short-term approach that
The SS&C GlobeOp Forward Redemption Indicator for April 2020 measured 3.02 per cent, up from 3.11 per cent in March.“SS&C GlobeOp’s Forward Redemption Indicator for April 2020 was 3.02 per cent, up somewhat from the 2.51 per cent reported for the same
The market rebound since 23 March has fuelled strategies with a higher market beta such as Special Situations (+3.8 per cent) and Directional L/S (+1.7 per cent), according to the latest Weekly Brief from Lyxor’s Cross Asset Research team. The former
March was as much a liquidity crisis as it was a response to the economic impact (actual and presumed) of Covid-19, according to new research by bfinance’s Diversifying Strategies team, headed by Dr Toby Goodworth, into the performance of several
Total global hedge fund capital fell below USD3.0 trillion in Q120 for the first time since 3Q 2016, as financial market volatility surged on uncertainty and increased risks driven by the global coronavirus pandemic. Hedge fund capital declined by USD366 billion
Lyxor’s L/S Equity Neutral peer group was down -2.8 per cent year-to-date, hurt by extreme trading conditions and the constituents’ average market beta of 20 per cent, according to the latest Weekly Brief by the company’s Cross Asset Research team.
The hedge fund industry tracked the fates of other markets and broader economies roiled by the novel coronavirus pandemic in March, posting an 8.03 per cent loss for the month, according to the Barclay Hedge Fund Index compiled by BarclayHedge,
Man Group suffered an 11 per cent drop in funds under management during the first quarter of 2020, though its absolute return hedge fund strategies generate positive returns during March’s market mayhem. The London-headquartered publicly-listed global hedge fund group saw
The hedge fund industry returned to net outflows in February with USD8.1 billion in redemptions, a reversal from January’s USD21.2 billion in inflows.February’s redemptions represented 0.2 per cent of industry assets, according to the Barclay Fund Flow Indicator published by
Hedge funds suffered their second biggest loss on record last month, tumbling 7.25 per cent on average as the sharp economic downturn following the Covid-19 outbreak took its toll on performance.
