7/10 of UK adults, with at least one investment outside of their pension, say they would be more likely to choose an investment in a fund or organisation if they knew it was having a positive social or environmental impact, according to research from Big Society Capital.

Hedge funds trading technology companies endured a bumpy start to 2022, with bets on a slew of blue-chip stocks souring as investors took flight amid fears of rising inflation and interest rates coupled with concerns over US economic growth.

Marshall Wace maintained its position as the manager with the greatest short exposure in April, accounting for 21.99% of registered short positions (up from 15.69% at the end of February), according to the latest monthly pan-European short position data from SEI Novus. BlackRock Institutional Trust Company accounted for 9.06% and AKO Capital LLP for 8.07%.   Marshall Wace has over double the proportion of aggregated short positions of the manager with the second highest European short exposure. Marshall Wace is short a number of prominent retail names such as Adidas, H&M, Burberry, Hello Fresh and Dutch supermarket, Ahold Delhaize and

Research from SigTech’s 2021 annual Hedge Fund Research Report saw 80 per cent of hedge fund managers expecting institutional investors to increase their allocation to quant strategies over the following year, and 86 per cent expecting quant hedge fund strategies to increase allocations over the following five years.

Attracting and retaining the top tech talent is now tougher than ever for hedge fund managers, as competition for data engineers, coders and computer scientists intensifies. Hedge fund firms of all stripes and strategies are preparing to ramp up their tech expertise over the next 12 months, according to a Hedgeweek survey conducted for this report. A poll of some 30 hedge funds on both sides of the Atlantic probed firms on how technology, data and systems are reshaping their business models, and how managers are adapting to this shifting environment. Quizzed about their plans to add more specialist staff

As financial markets have rapidly digitised over the past decade, and the availability and pace of the information exchange has accelerated, the traditional barriers between human- and machine-based strategies are steadily being eroded. Traditional discretionary hedge funds that utilise the portfolio-building skills and investment instincts of star traders and portfolio managers have often stood in sharp contrast to the tech-heavy, computer-based quant strategies built around algorithms, data and machine learning applications. Now, though, a cursory glance across today’s industry landscape suggests more and more discretionary ‘human-first’ hedge funds are employing technology and data to both streamline and strengthen their front-