The biases that inflate the performance of hedge funds have been well documented in the financial literature. Survivorship bias, which results from the ex-post exclusion of unsuccessful funds from databases, and backfill or instant history bias, which occurs when the
Risk-on markets bolstered hedge fund returns in July, with L/S Equity strategies outperforming, according to the latest Weekly Brief from Lyxor’s Cross Asset Research team. Yet the reversal in growth stocks, due to the tech reversal at the end of
Northern Trust has introduced a feature that enables fund of hedge fund managers to assess the impact of gates on their liquidity in real time.
Investor appetite for hedge funds remains strong, according to Credit Suisse’s mid-year survey of hedge fund investor sentiment, entitled ‘Back In The Saddle’, which polled over 275 institutional investors globally, representing USD1.04 trillion in hedge fund investments. Hedge Funds witnessed
The bull run in commodities is set to continue for at least another five years, offering long-only investors better growth potential than any other asset class, according to managed futures fund manager, Dighton Capital Management. Bonds and property are all
Hedge funds posted gains in July to begin the second half of 2018, recovering the narrow decline from June, and effectively navigating a primarily positive earnings season punctuated with certain idiosyncratic equity volatility and directional dislocations, including Facebook and Apple.
The RBC Hedge 250 Index had an estimated net return of 2.37 per cent in April, bringing the year-to-date return to 2.60 per cent.
Bill Miller (pictured), Chairman and CIO of Legg Mason affiliate Legg Mason Capital Management, believes US large cap equities are significantly undervalued and that the S&P 500 could deliver as much as 15% growth in 2011. Financial stocks will be
Mosaic Smart Data (Mosaic), the FICC data analytics company, has added real-time analytics for interest rate swaps to its MSX platform. Live in one of the world’s largest banks, MSX now provides real-time analytics for swaps denominated in US dollar,
