Significant challenges face the fund of fund industry as we find ourselves caught in the grips of potentially one of the most severe bear markets of US stock market history.
It is an environment which requires an in-depth understanding of the inputs vital to hedge fund returns such as short and long-term interest rates; volatility, equity and bond liquidity and credit spreads, to name just a few, and how they may affect strategy returns.
The easy money in the hedge fund of fund business is behi
The week on Risk.net, October 6-12, 2017Receive this by email
- SGX, HKEX expect to be among first wave of Mifid II equivalence
- Leaked EU doc could shield legacy swaps from clearing grab
- Quantile, TriOptima face off in cleared swaps compression battle
- ABS set for revival under US Treasury’s liquidity buffer plans
- Quants stymied by lack of alternative risk premia flows data