Historically, it has been hard to extract signals from aggregated hedge fund data that can (a) be integrated into existing investment processes or (b) used as the foundation for a new process. A desire to protect proprietary information, and greater discretion compared to so-called 40 Act funds regarding how much and when to report, makes the flow of data from the hedge fund universe inconsistent and heterogeneous.
EPFR launches Dataset providing new market insights from global hedge fund flows
Boston, MA – (June 29, 2021) – EPFR, worldwide industry leader in providing fund flows and...
Out with the old, in with the other
In the financial world, the search for the ‘new normal’ started in the aftermath the great financial crisis as central banks unleashed unprecedented levels of quantitative easing on global asset markets. Among hedge funds, those offering established strategies – long/short, commodity trading, multi-strategy – have seen modest asset growth over the past decade while those offering something different have fared much better.
Investigating the evolution of hedge funds positioning European sectors and potential explanations during the recent crisis
Holding a short position in European equities was a very prescient – or lucky — bet in March. Some were more fortunate than others in terms of the sectors they shorted.
Changes in hedge fund short positioning after the start of Covid-19 crisis
As we highlighted in the previous post, one of the few investment vehicles likely to profit from the recent COVID-19 rout of European asset markets are hedge funds with short positions.