JPMorgan Prime Brokerage Report Shows Hedge Fund Short Covering – ValueWalk Premium
hedge fund short covering
01Jun

JPMorgan Prime Brokerage Report Shows Hedge Fund Short Covering

The trend towards hedge fund short covering is increasing, a recent report shows, as leverage usage fluctuates among hedge fund strategies.

Also see a list of top hedge fund letters

Hedge fund short covering seen in stock borrowing
Convertible arbitrage strategies have among the largest leverage ratio increases month to date, up 5.67%, a JPMorgan Prime . . .

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Author

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.

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