Hedge Funds Portfolios Are Becoming More Concentrated – ValueWalk Premium

Hedge Funds Portfolios Are Becoming More Concentrated

At the beginning of November Société Générale, the French investment bank published the world's first single measure of hedge fund risk.

Called the SG multi-asset risk indicator (MARI), this measure merges single indicator measures of hedge fund positioning across equities, bonds, currencies, and commodities, to help understand just how optimistic or cautious current positioning is in the hedge fund industry compared with history.
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