Are you anActive Manager? If so, the sun may be starting to shine or maybe not… There was an interesting fact noted by Nomura’s Quantitative Investment Strategy team recently. At a time when many financial pundits appear all too eager to write the active management obituary, there are quantitative signs of life in their performance. But is it sustainable? Also see Hedge Fund Alpha Positive In Q3; First Time Since Q3 2013 Q3 2016 hedge fund letters Active managers finally outperform in third quarter There is some good news for active managers, Nomura highlighted in an October 26 report that…
Is Active Manager Third Quarter Out-Performance Meaningful?
Mark Melin
Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.