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Tag "hedge funds"

Barometer: Daghandelaren tasten de aantrekkelijkheid van aandelen niet aan

Barometer: Daghandelaren tasten de aantrekkelijkheid van aandelen niet aan

🕔08:00, 10.Feb 2021

De vaccinatieprogramma’s komen wereldwijd op snelheid en ook de economische vooruitzichten worden beter, ondersteund door extra fiscale stimuleringsmaatregelen. Daarom blijven we overwogen in aandelen, met een voorkeur voor landen en sectoren die het meest …

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Managed Futures 2020 Strategy Review

Managed Futures 2020 Strategy Review

🕔14:40, 1.Feb 2021

What a year 2020 was in markets. From the Corona Crash in March to VIX highs in the 80s, to tech stocks doubling and tripling from those lows. From retail traders driving the market, to stimulus checks holding the market

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How replicating early reporters can strengthen returns

How replicating early reporters can strengthen returns

🕔12:46, 17.Nov 2020

Before researching whether we can use this outperformance to strengthen our Alternative Beta strategy, we first assessed whether the differences in "performance might result from composition biases between the Flash and Final update."

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Merger arbitrage firms up despite equity plunge

Merger arbitrage firms up despite equity plunge

🕔15:05, 6.Nov 2020

Amid the sound and fury of renewed Covid-19 lockdowns across Europe, global equities took a plunge at the end of October, bringing the MSCI World down -3% for the full month. Bonds did not provide much protection, as fiscal stimulus

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Highlights week #39

Highlights week #39

🕔11:28, 26.Sep 2020

#39 September is a busy month for webinar-watchers! A lot of subjects are discussed, for example “Modern Monetary Theory” or “Small Caps“. A lot of research was posted last week and in this blogpost we will highlight a few we

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Refining alpha in the hedge fund world

Refining alpha in the hedge fund world

🕔09:58, 22.Sep 2020

The current challenging market environment suggests a greater need than ever for alternatives. Hedge funds, which target differentiated, positive absolute returns, provide clear potential benefits. However, institutional investors have …

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A good story drives markets…

A good story drives markets…

🕔09:45, 11.Sep 2020

Narratives, US election and CTAs The US presidential election is less than two months away. As usual, many observers label this election as perhaps the most important one ever. This time, it might very well be true. Many observers are

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Alternatives in 2020

Alternatives in 2020

🕔17:41, 4.Sep 2020

Alternatives AUM exceeds $10tn milestone amid challenging market conditions The alternatives industry has just set a new record: global assets under management (AUM) have surged to $10.31tn. We’re now well on our way to meeting Preqin’s 2018 forecast of $14tn

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Interest rates, Japanese equities and US elections in this Week’s Top Five

Interest rates, Japanese equities and US elections in this Week’s Top Five

🕔10:59, 22.Aug 2020

#34 The holidays are coming to an end and you might have to catch up on research. Hereby a quick overview of the best read research on OpinioPro this last week. A variety of topics is addressed – you can

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Private equity is from Mars; hedge funds are from Venus

Private equity is from Mars; hedge funds are from Venus

🕔15:11, 14.Aug 2020

Uncommon truths What role can alternative assets play in our model asset allocation framework? We look at real estate, commodities, private equity, hedge funds, diamonds and fine wines. We think some are core assets, others tactical while some have no

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Leverage and margin spirals in fixed income markets during the Covid-19 crisis

Leverage and margin spirals in fixed income markets during the Covid-19 crisis

🕔14:17, 29.May 2020

BIS Bulletin Key takeaways For a two-week period in mid-March 2020, government bond markets experienced uncharacteristic turbulence, sometimes selling off sharply in risk-off episodes when they would normally attract safe haven flows. Evidence in the US Treasury market points to

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K2 Hedge Fund Strategy Outlook—Q2 2020

K2 Hedge Fund Strategy Outlook—Q2 2020

🕔14:32, 8.May 2020

Q2 2020 Outlook: Summary In our view, pricing dislocations between companies, industries, regions and asset classes due to the impact of COVID-19 and corresponding price adjustments offer abundant opportunities for select hedged strategies. The length and depth of both the

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Alternative Investments In Depth Report—Speedboats and Battleships

Alternative Investments In Depth Report—Speedboats and Battleships

🕔15:09, 3.Apr 2020

Key Insights Many “risky assets” ended 2019 near or above all-time highs, but we continue to caution investors not to become complacent. While the prospect of modest global economic growth in 2020 exists, we see risks in the credit cycle

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CTAs lead the pack on global risk appetite. what’s next?

CTAs lead the pack on global risk appetite. what’s next?

🕔08:08, 28.Feb 2020

Risk assets have largely shrugged off recent headwinds on the back of robust macro and corporate dynamics in the U.S. The Q4-2019 earnings season delivered better than expected outcomes especially in the Technology sector. Meanwhile, labor market conditions remain buoyant

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The Market Environment for Trendfollowing

The Market Environment for Trendfollowing

🕔16:50, 17.Feb 2020

An evaluation of Trendfollowing in managed futures over the past three decades The performance of managed futures,1 particularly trendfollowing strategies (“Trendfollowing”), has been mixed in recent years. Although returns in the industry have been strong year to date, the performance

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2020 Global Alternatives Outlook

2020 Global Alternatives Outlook

🕔07:42, 7.Feb 2020

ONE-DIMENSIONAL. FLAT. SILOED. GENERIC A common criticism of alternatives investment guidance is that it lacks the depth, breadth and context to have a meaningful impact on broader portfolio design and implementation. In this, our second annual Alternatives Outlook, with an

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Hedge Fund reactions to the coronavirus

Hedge Fund reactions to the coronavirus

🕔13:52, 6.Feb 2020

Uncertainty remains but we still expect a transitory economic impact from the Coronavirus outbreak. In a best- case scenario, authorities measures could help reverse the trend within weeks, with containment by the end of Q1. In a base-case scenario, the

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Which alternative strategy to hedge against abond sell-off?

Which alternative strategy to hedge against abond sell-off?

🕔15:20, 7.Jan 2020

The year that has just started will challenge investors’ expectations, just as 2019 eventually contradicted the bearish mood that prevailed one year ago. For the time being, risk appetite remains strong and we believe it is unlikely to be derailed

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Machine learning in hedge fund investing

Machine learning in hedge fund investing

🕔17:54, 16.Dec 2019

Artificial intelligence and machine learning are prevalent in all aspects of everyday life and play an ever-increasing role in investing. Machine learning investment strategies aim to deliver persistent, uncorrelated alpha streams while adapting to changes in market conditions—without the human

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When focusing on the future, where do you look?

When focusing on the future, where do you look?

🕔12:53, 5.Dec 2019

2019 Global Alternative Fund Survey The alternative asset management industry must pivot strategies to focus on the future and make real-time adjustments that control that path.  

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Macro And Hedge Funds Q1 2020 Outlook

Macro And Hedge Funds Q1 2020 Outlook

🕔09:08, 27.Nov 2019

Soft manufacturing surveys are bottoming out, pointing to a turn in hard data. Monetary accommodation and less uncertainty on most trade fronts have been key contributors to this inflection, as well as front-loading ahead of the September tariffs. A modest

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Small,medium,large hf: how to choose?

Small,medium,large hf: how to choose?

🕔12:09, 18.Nov 2019

Should alternative portfolios favor smaller, medium, or larger hedge funds? The choice might not be as obvious as before and may be more dependent on the stage of the business cycle. For many years, small hedge funds have steadily outperformed

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Why CTAs

Why CTAs

🕔13:09, 7.Nov 2019

Investors’ three main arguments for investing with CTAs are: Absolute Returns Since the turn of the millennium, CTAs (Société Générale CTA Index) have performed in line with global equities (MSCI World Total Return Gross) but at a significantly lower volatility. Diversification CTAs’ return stream stems from

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What’s the BEST managed futures program?

What’s the BEST managed futures program?

🕔08:35, 4.Nov 2019

Semi-Annual Futures Rankings What’s the BEST managed futures program?  That’s a tricky one. Do you mean: Best last year? Best for all time? Best risk-adjusted return? Best in terms of lowest drawdowns? We can all see which programs logged the

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Legends4Legends

🕔08:00, 2.Oct 2019

Legends4Legends, 2nd October, EYE Film Museum, Amsterdam,  Alternatives 4 Children – a leading Charity of the investment industry – brings you a unique investment conference. A true legend stands the test of time. Our event brings you today’s investment Legends

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Survivorship Bias and the Walking Dead

Survivorship Bias and the Walking Dead

🕔18:19, 9.Sep 2019

Survivorship bias, the predisposition to evaluate a data set by focusing on the “survivors” rather than also examining the record of non-survivors, is important to understand for hedge fund peer groups, which tend to have a relatively large number of

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In Harmony How hedge funds and investors continue to strike the right note in aligning their interests

In Harmony How hedge funds and investors continue to strike the right note in aligning their interests

🕔18:05, 9.Sep 2019

The findings from this year’s survey are based not only on what is current practice between hedge funds and investors, but also potential future developments and how these could be best implemented. Below are the six key takeaways that emerged

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Comparing liquid alternatives and hedge funds

Comparing liquid alternatives and hedge funds

🕔17:43, 30.Aug 2019

Liquid alternatives (typically regulated by the Investment Company Act of 1940) and hedge funds (often lightly regulated legal structures) are public and private vehicles that investors use to access a variety of alternative investment strategies. To compare and contrast them,

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2019 Crypto Hedge Fund Report

2019 Crypto Hedge Fund Report

🕔19:02, 4.Jul 2019

This report provides an overview of the global crypto hedge fund landscape and offers insights into quantitative elements such as liquidity terms and performance, as well as qualitative aspects such as best practice with respect to custody and governance. By

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Hedge Fund Industry Asset Flow Report

Hedge Fund Industry Asset Flow Report

🕔15:02, 24.Apr 2019

Investors once again showed their dissatisfaction with underperforming products with elevated redemptions in March 2019. The outflows were enough to push Q1 into negative territory, which also made Q1 2019 the fourth consecutive quarter of redemptions for the industry. Despite

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The Novus 4c Indices Q4 2018

The Novus 4c Indices Q4 2018

🕔11:02, 22.Mar 2019

Conviction • Concentration • Consensus • Crowdedness The Novus 4C Indices track important hedge fund factors through public equities. The data underlying index creation is sourced from an aggregate hedge fund portfolio called the Novus Hedge Fund Universe (HFU). HFU is

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Hedge funds: A new way

Hedge funds: A new way

🕔15:02, 2.Mar 2019

Hedge funds were once praised for extracting superior performance relative to traditional asset managers. More recently, however, we have witnessed a growing tide of negative sentiment directed at them, driven by a lengthy period of lacklustre hedge fund returns coupled

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Hedge fund positioning after the storm

Hedge fund positioning after the storm

🕔14:04, 30.Jan 2019

The weekly brief The market rebound started at end of December has taken place amid an easing of trade tensions and hopes that a no-deal Brexit will be avoided. A softer stance from major central banks has also been supportive.

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2019 Hedge funds outlook favoring low beta as a start

2019 Hedge funds outlook favoring low beta as a start

🕔14:04, 9.Jan 2019

The weekly Brief 2018 ended with investors hesitating between several scenarios, which led to widely different performance patterns. Summarized below, none can fully explain alone recent prices actions. We do not expect a recession, rather we anticipate a global growth

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Stocks with Highest Conviction from Hedge Funds

Stocks with Highest Conviction from Hedge Funds

🕔13:02, 16.Dec 2018

The NOVUS 4C Indices Hedge funds express conviction in companies they hold by sizing them up in their portfolios. Does hedge fund conviction play a role in the future performance of stocks? Evidence shows that it does. If a stock

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Hedge Funds agree on where rates are going

Hedge Funds agree on where rates are going

🕔13:04, 4.Dec 2018

The Weekly Brief The confirmation of a changing Federal Reserve System’s ("Fed”) tone and hopes for a truce in the U.S. trade standoff both supported risky assets this week. Rates have been trending down since mid-November, in sync with a

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Q4 2018 Hedge Fund Strategy Outlook

Q4 2018 Hedge Fund Strategy Outlook

🕔13:02, 7.Nov 2018

In our view, the ongoing rise in global interest rates plus signs of divergent economic and earnings growth cycles should create opportunities for the 4th quarter. Our top strategy convictions: Relative Value, Event Driven – Merger Arb, Discretionary Macro

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Emerging Managers: New Hedge Fund Filers 2018

Emerging Managers: New Hedge Fund Filers 2018

🕔11:02, 3.Oct 2018

Each quarter, our research team reviews investment firms that have filed a 13F with the SEC for the first time and selects firms to include in the Novus Hedge Fund Universe “HFU.” The HFU is a composite portfolio of over

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Co- and direct investments is where the puck is going in a big way

Co- and direct investments is where the puck is going in a big way

🕔05:03, 26.Sep 2018

Opalesque Round Table Co-Investments are equity, debt or other exposures offered by fund managers to their investors directly in the portfolio companies, project or trade in which they invest. They can offer access to high-conviction ideas and differentiated return streams

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What happened to hedge funds’ alpha since the summer?

What happened to hedge funds’ alpha since the summer?

🕔05:04, 25.Sep 2018

The Weekly brief While hedge fund performance and alpha were honorable until the summer, our analysis suggests that they erased about 2.5% of alpha since June, with no turn in sight yet in September.

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2018 Institutional Investor Survey

2018 Institutional Investor Survey

🕔13:13, 21.Sep 2018

Introduction Letter Our 15th annual institutional investor survey collected responses from over 250 investors globally. Hedge fund managers and investors have consistently reported that the survey helped them understand industry trends and investment behavior. We thank the investors who participate

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Ctas Make The Most Of A Volatile August

Ctas Make The Most Of A Volatile August

🕔14:04, 17.Sep 2018

Hedge Fund brief European investors bore the brunt of the market turmoil over the course of August. Turkey’s currency crisis and the widening of Italian sovereign spreads translated into an underperformance of European assets versus the U.S., both equities and

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Ctas Lead The Pack In August

Ctas Lead The Pack In August

🕔05:01, 4.Sep 2018

The Weekly Brief European investors bore the brunt of the market turmoil over the course of August. Turkey’s currency crisis and the widening of Italian sovereign spreads translated into an underperformance of European assets versus the U.S. for both equity

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”I’m in the band” – a CTA Sub Strategy Comparision

”I’m in the band” – a CTA Sub Strategy Comparision

🕔11:04, 28.Aug 2018

RPM EDUCATIONAL # 8. Key point: Although trend following is the dominating strategy in the CTA universe, there are also other sub strategies with different characteristics. Whereas trend following is superior in trending markets and persistent crises; during non-trending periods

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Industry leaders on the future of the hedge fund industry

Industry leaders on the future of the hedge fund industry

🕔13:02, 31.Jul 2018

Perspectives Alfred W. Jones opened the doors of the world’s first hedge fund firm almost 70 years ago. He could not have known it at the time, but his innovations would sow the seeds of a new industry that would

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L/Sequity Half-Year Review

L/Sequity Half-Year Review

🕔05:08, 31.Jul 2018

The Weekly Brief Coping With Political Uncertainties. This week, hedge fund returns were dragged by CTAs. Early signs of the Bank of Japan moving out of zero interest-rate policy hit their Japanese bonds and short JPY positions. Some Event-Driven strategies also

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What alikely NXP-QCOM deal break means for merger arbitrage

What alikely NXP-QCOM deal break means for merger arbitrage

🕔06:01, 26.Jul 2018

The weekly brief

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Where next for the hedge fund industry?

Where next for the hedge fund industry?

🕔06:08, 25.Jul 2018

Global Outlook June 2018 This edition of Global Outlook encompasses themes including disruptions to both markets and market places from Artificial Intelligence and ecommerce. We also examine the impact of positive regulatory outcomes, ageing demographics and cyclical turning points, as

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Is Now the Time to Take a New Look at Alternative Investments?

Is Now the Time to Take a New Look at Alternative Investments?

🕔07:26, 18.Jul 2018

The alternative advantage The stock market’s sustained and energetic rise was generally celebrated throughout 2017 and the first quarter of 2018. Considered a sign of strong underlying fundamentals, the increase was seen as an indication of investor optimism about where

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CTA’s withstand the plunge in oil prices

CTA’s withstand the plunge in oil prices

🕔14:03, 17.Jul 2018

The weekly brief There was an escalation of the trade war between the U.S. and China over recent days as China threatened to raise tariffs on another USD 200bn of imports from U.S. Nonetheless, risk assets rebounded since end of

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