Global macro
Hedge funds flock to hybrids to trade macro uncertainty
Firms repurpose structure made popular by Trump trades last year
AI models point to recession, but quants won’t trade on them
Predicting the odds of a recession, and how markets will respond, is still a step too far for machines
Hedge funds levered up in 2018
Relative value funds have highest adjusted leverage, at 7,155%
Cantab finds ‘value-add’ in alternative datasets
Quant firm estimates how much alpha new data can add before putting it to use
Rokos hires new risk chief
Gianluca Squassi is replacing Nick Howard as the $8 billion hedge fund’s CRO
Ex-Fed trader Coffey on macro risks and VAR
Myopic models are creating feedback loops, warns founder of new macro firm Avoca
Analysing exposure and risk in the 30 largest hedge funds
Risk most dispersed, but most extreme, in macro funds
Managed futures funds outshine macro peers
Quant funds doing a better job interpreting drivers of rates and currency markets
Best diversified FoHF over $500m: Axa All Weather
Axa avoids big hedge funds that leave footprints in illiquid markets
Eurekahedge data on individual fund performance – November 2015
The latest statistical information on top-performing FoHFs and hedge funds
Funds of hedge funds outperform hedge funds over 12 months
But typical FoHFs ‘more exposed to market risks now than in recent memory'
Fed rates rise: how much, not how long, is the question
An even harder question to answer is when, once started, will the Fed stop?
Managed futures redemptions slow in H2 2014
Strategy generated more in 2014 than last three years combined
Weavering's Peterson jailed for $500m swaps fraud
Due diligence should have raised investors’ suspicions
Allianz plans to expand low-risk alternatives
Doubling in assets shows demand for low-return investments
CTAs beat hedge fund rivals in 2014
Investors hope that CTAs’ fortunes have changed for good
Hedge funds' year in review
Event driven strategies disappointed in 2014, while trend-followers thrived
Pictet blasts herd mentality that permitted Madoff
Why invest in managers you can't meet, says awards winner
Fewer hedge funds, but assets still growing
Macro, managed futures funds see outflows as returns lag
Equity and macro Americas winners announced
Anchor Bolt, Everest, Glenview, Millennium and Trend tell their stories
Morgan Stanley scores FoHF awards hat-trick
Investor-focused group rewarded for quality of its insight