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PARTNER FEATURE
As risk management processes become increasingly challenging, with asset managers caught in a pincer movement between greater regulatory burdens and more complex client demands, a well-run managed service solution can help investment firms meet the institutional standards of today’s allocators, according to a new white paper published by Landytech.
MANGER INSIGHTS
Maso Capital, an event driven and convertible arbitrage-focused hedge fund based in Hong Kong, was established in 2012 by Manoj Jain and Sohit Khurana, who previously managed money for Och-Ziff’s Asia-focused strategies.
GlobalESGLive SUMMIT
With ESG data now a hot commodity across the financial services sector, hedge funds and other asset managers must dig deeper into company metrics to gain an edge, as the industry continues to grapple with a lack of consistent standardisation of sustainability scoring.
FUND FLOWS
Investors poured more than USD7 billion of new capital into hedge funds globally in October, the strongest capital inflows recorded in more than a decade for what is a traditionally quiet month for industry coffers – but there are warnings that new allocations are becoming concentrated in a small handful of funds and strategies.
FUND PERFORMANCE
CTAs and trend-following hedge funds have seen their recent advance halted, as anxieties over the new Omicron variant of Covid-19 punctured market momentum towards the end of last month.
PARTNER FEATURE
The hard-won, if only tacit recognition of crypto as an asset class, is rippling across the financial industry. Crypto’s new status brings with it the requirement for trading, clearing, settlement and custody of digital assets, and nowhere is this need more pressing than in the hedge fund space.
PARTNER FEATURE
As sustainable investing has gathered pace in recent years, asset allocation, position reporting and other regulatory and client disclosures at various stages of the investment process have all been impacted by the rise of ESG factors in portfolios.
LONG/SHORT EQUITY
Long/short equity-focused hedge funds are offloading or short-selling stocks that are most exposed to tighter Covid-19 restrictions, against a backdrop of surging coronavirus infections in Europe and heightening concerns surrounding the new Omicron variant.
With Covid-19 cases rising across Europe – and Germany, Denmark and Austria recently reintroducing tighter restrictions – equities-focused managers in the US and Europe have cut both their net and gross exposures in recent weeks, now converging near their long-term lows, Lyxor Asset Management observed in its latest Cross Asset Research commentary.
Stock markets fell sharply towards the end of last week following the emergence of the
SURVEY
More than one-in-four hedge fund managers are expecting to increase their exposure to cryptocurrencies in the next one to two years, according to the 2021 EY Global Alternative Fund Survey.
GUEST ARTICLE
In the highly competitive hedge fund community, the most productive use of information and data drives success. Managers must efficiently collect and process data to ensure its accuracy. The old saying, “GIGO” (garbage in-garbage out) is a constant risk. This is particularly true when it comes to unstructured data that is increasingly used in investment analysis and required for accurate investment recordkeeping.
