Historically, difficult market conditions have not been favourable to event-driven hedge fund strategies, which tend to perform better in strong markets, but there are opportunities, according to fund managers.
Managers investing with event-driven strategies, such as distressed debt, merger arbitrage and restructuring plays, can profit in difficult or unpredictable market conditions as long as they maintain strategy discipline. This involves carefully assessing the timing and likelihood of the
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
- ABS set for revival under US Treasury’s liquidity buffer plans
- Quantile, TriOptima face off in cleared swaps compression battle
- Quants stymied by lack of alternative risk premia flows data