Global Macro Funds’ Disconnect Coming To An End

Lyxor
Door oktober 17, 2017 05:16

Global Macro Funds’ Disconnect Coming To An End

The Weekly Brief

Another positive week for hedge funds. Cracks in the reflation trade emerged after the marginally dovish Fed's minutes were released and with doubts intensifying about the tax-cut package. CTAs outperformed, thanks to their contrarian allocation in bonds (they are long, mainly in Europe), in FX (they are USD short, especially vs. non-G10 currencies) and in commodities (they are long gold). They also benefitted from their more cyclical exposures to equities and metals. While sector rotations away from the reflation trade weakened L/S Neutral funds, equities remained well oriented, boosted by signs of a macro re-acceleration. It continued to support the diversified L/S Equity and Event Driven funds.

Lyxor
Door oktober 17, 2017 05:16

Zoek

Asset Allocation Consensus Juli

Evenementen

  1. IPFOS – Bestuurders Conferentie 2019

    september 5 @ 14:00 - 18:00
  2. Invesco & Schroders – Real Assets & Energy Transition

    september 10 @ 09:30 - 13:00
  3. Candriam – Sustainbale Investment Conference

    september 12 @ 13:30 - 20:30
  4. ACTIAM – ACTIAM Academy

    september 17 @ 09:30 - 13:00
  5. Markets Group – 3rd Benelux Institutional Forum

    september 26 @ 07:30 - 18:00

Twitter

As the integration of #ESG factors into #investment decision-making becomes increasingly mainstream, Hamish Galpin explains why over-reliance on ESG ratings can paint a misleading picture of the small-cap #market
https://t.co/Zn0tHeVhAM

🚀 Fund launch 🚀
Muzinich hands A-rated manager new short duration investment grade fund
➡️ https://t.co/68LjM7a5dc
✏️ @chris_sloley

Inflation Signals Holding Up via @JHIAdvisorsUS -> https://t.co/FLKUEOfFV4 "Impact of Tail Risk Signals on Hypothetical Asset Allocation" #assetallocation #CPI

Invesco Global Fixed Income Study 2019 | Page 16: Potential next trigger for recession -> https://t.co/n5gZ8V35J4 … #FixedIncome

#Blackrock writes: "We are downgrading our #global growth outlook as trade disputes and broader #geopolitical tensions stoke greater macro uncertainty. The range of potential economic..." Read the whole #outlook here: https://t.co/KgO1qLRRHg

Load More...

Zoek op datum

oktober 2017
M D W D V Z Z
« sep   nov »
 1
2345678
9101112131415
16171819202122
23242526272829
3031