For certain hedge funds, 2017 might be considered the year of the strategy adjustment – and the attainment of alpha over the performance of an index. This is particularly true among noncorrelated hedge funds, those strategies that are not entirely dependent on the performance of the stock market. [dalio] Cantab’s multi-strategy system significantly outperformed their benchmark The top-performing hedge funds on the HSBC Hedge Weekly report revealed outperformance divergences. Some funds significantly exceeded their benchmarks – while other funds road both a strong beta market environment in delivering overall 6.5% returns basis Hedge Fund Research data reported by Bloomberg. With…
Hedge Fund Strategies Tweaking Algorithms Were Big Winners In 2017
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.