Chinese authorities have "taken into custody"Â Li Yifei, chairwoman of British hedge fund manager Man Group Plc's China unit, a move that came as a shock to some in the algorithmic trading community. But while the headlines were, themselves, arresting, underneath the surface lies the real story. LI is being taken into custody for questioning, and what Chinese authorities might realize is that she is unaffiliated with the trading decisions of Man Group and even still the firm's passive trend following algorithms, if they have maintained traditional roots, are likely not designed to manipulate markets.
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.
In their recent episode of the VALUE: After Hours Podcast, Taylor, Mitchell, Brewster, and Carlisle discussed Real Estate Gravity. Here’s an excerpt from the episode:
Q1 2021 hedge fund letters,... Read More
Did JANA Partners use its usual method to get the CEO out at Zimmer Biomet Holdings?
Known in some corporate circles as a Wall Street "bully", Jana Partners Managing Partner... Read More
During October, the Roubaix Composite generated a net return of +1.95% relative to a total return of +11.01% for the Russell 2000 Index and 2.93% for the HFRI Equity... Read More
On Tuesday a US-Canada trade dispute intensified as Justin Trudeau and Donald Trump clashed over softwood lumber and dairy tariffs. This dispute is just one of the trade confrontations... Read More
Return of the trade war: hedge fund managers down 1.09% for the month, ahead of global equities
Q1 hedge fund letters, conference, scoops etc
Equal-weighted and asset-weighted hedge fund performance
Hedge fund... Read More
Gabelli Value 25 Fund letter to shareholders.
To Our Shareholders,
For the quarter ended March 31, 2014, the net asset value ("NAV") per Class A Share of The Gabelli Value 25... Read More
Debtwire has released its Distressed Debt report for 2012. The report, which relies on interviews with investors in the distressed field, suggests that the U.S. distressed market shrank in... Read More
The High Cost Of Equal Weighting by Max Moroz, Engin Kose, Research Affiliates
Equal-weight indices have two clear advantages: They are easy to understand, and they generally outperform cap-weight indices... Read More
Hiromichi Mizuno, now in his third year as chief investment officer of Japan’s Government Pension Investment Fund, the world’s biggest manager of retirement savings, thinks dramatic changes are ahead for... Read More
CF Eclectica Absolute Macro Fund commentary for February 28, 2015.
CF Eclectica Absolute Macro Fund: Performance Attribution Summary
The CF Eclectica Absolute Macro Fund recorded a net gain of +2.9% in February,... Read More
